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On the principle of MINQUE for the estimation of variance and covariance components
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Computation of MINQUE Variance Component Estimates
Journal of the American Statistical Association, 1977Abstract A matrix containing all information sufficient for the computation of MINQUE variance component estimates (Rao 1973) in random and mixed models is exhibited. The use of this matrix leads to an efficient computer algorithm which saves both computer time and memory usage.
Lon-Mu Liu
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