| Name: | Description: | Size: | Format: | |
|---|---|---|---|---|
| 512.61 KB | Adobe PDF |
Advisor(s)
Abstract(s)
This paper deals with the estimability of variance components, in mixed models, when the dimension of the
commutative algebra, spanned by all possible variance-covariance matrices, is greater than the number of linearly independente unknown variance components. As example we present an application to a random three-factor crossed-model.
Description
Keywords
Inference Linear models Variance components