Title:

"A New Estimate of the Parameters in Linear Mixed Models”

 Presenter: 

Song-gui Wang (with Su-ju Yin)

College of Applied Sciences, Beijing Polytechnic University,

Beijing, 100022, China

Abstract:

In linear mixed models, there are two kinds of unknown parameters, one is the fixed effect, the other is the variance component. In this paper, new estimates of these parameters are proposed, called the spectral decomposition estimates. Some important statistical properties of the new estimates are established, in particular, the estimates of the fixed effects are linear with many statistical optimalities. A new method is applied to two important models that appear in economics, finance, and mechanical fields; all estimates obtained have good statistical and practical meaning.