Linear models used for estimation of variance components are generally formulated under the assumption of independent errors. Herein we consider a two-way (mixed) model with errors assumed to follow a ...

A two-way analysis of variance model with correlated errors in one classification is discussed. It is assumed that the p measurements in each row have a general covariance matrix Σ. The maximum ...

Mixed model analyses via restricted maximum likelihood, fitting the so-called animal model, have become standard methodology for the estimation of genetic variances. Models involving multiple genetic ...

Identify characteristics of “good” estimators and be able to compare competing estimators. Construct sound estimators using the techniques of maximum likelihood and method of moments estimation.

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...