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sigsq_b
2012 Oct 29
2
Two-way Random Effects with unbalanced data
Hi there,
I am looking to fit a two-way random effects model to an *unblalanced*
layout,
y_ijk = mu + a_i + b_j + eps_ijk,
i=1,...,R, j=1,...,C, k=1,...,K_ij.
I am interested first of all in estimates for the variance components,
sigsq_a, sigsq_b and sigsq_error.
In the balanced case, there are simple (MM, MLE) estimates for these; In the
unbalanced setup, this is much more complicated because orthogonality
relations no longer exist between "row space" and "column space". Since the
covariance structure between...