Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/49322
Authors: 
Vardeman, Stephen B.
Wendelberger, Joanne R.
Year of Publication: 
2004
Series/Report no.: 
Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2003,33
Abstract: 
There is a little-known but very simple generalization of the standard result that for uncorrelated variables with a common mean and variance, the expected sample variance is the marginal variance. The generalization justifies the use of the usual standard error of the sample mean in possibly heteroscedastic situations and motivates some simple estimators for unbalanced linear random effects models. The latter is illustrated for the simple one-way context.
Document Type: 
Working Paper

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