variance estimation

  1. G

    Standard error of estimates’ difference in Complex overlapping samples

    Hi All, I am dealing with survey data sourced by means of complex sample designs (involving stratification and clustering) across two survey waves. The two samples are to some extent overlapping, as some participants from the first wave have also responded to the second year’s wave. And I...
  2. C

    Finding a UMVUE for variance of normal distribution

    Let Let X_1,X_2,...,X_n be a random sample from a normal distribution with mean \mu and variance \sigma^2 . I showed that (\bar X,S^2) is jointly sufficient for estimating ( \mu , \sigma^2 ) where \bar X is the sample mean and S^2 is the sample variance. Then assuming that (\bar...
  3. M

    Variance Components and Intraclass Correlation Coefficients for Binary Data

    Hi, I am performing a variance components analysis of a 3 level nested model of binary data. Given the lack of homoscedasticity at the individual data, how do I calculate ICCs?
  4. F

    Please help me, Rationale of algorithm for estimating conditional variance

    Hi could could someone please help me understand this regression logic to find a conditional variance in a polynomial least squares regression ? X has dimension n*p, where each row had the form (1,Xi,Xi^2) initially, then each column is normalised Y = X beta + epsilon beta =...
  5. W

    Regarding negative correlation and negative variance estimation result

    In ANOVA, we sometimes talk about that variance estimation can get negative result when there is negative correlation. I do not understand what does the "negative correlation" refer to? Or which kind of relationship among data does "negative correlation" model? Moreover, how to understand...