beta_var {rlme} | R Documentation |
Estimate fixed-effect variance for Joint Rank Method (JR) in three-level nested design.
Description
Fixed effect variance estimation for Joint Rank Method (JR). It assumes Compound Symmetric (CS) structure of error terms. For k-level design, there are k-1 intra/inter-class parameters to place in a correlation matrix of errors.
Usage
beta_var(x, school, tauhat, v1, v2, v3, section, mat)
Arguments
x |
Data frame of covariates. |
school |
A vector of cluster. |
tauhat |
This is obtained from Rank-based fitting.
|
v1 |
This is 1, main diagonal element for correlation matrix of observations. Correlation of an observation with itself is 1. |
v2 |
Intra-cluster correlation coefficient. |
v3 |
Intra-subcluster correlation coefficient. |
section |
A vector of subclusters, nx1. |
mat |
A matrix of numbers of observations in subclusters. Dimension is Ixmax(number ofsubclusters). Each row indicates one cluster. |
Details
Correlation coefficients are obtained using Moment Estimates. See Klole et. al (2009), Bilgic (2012) and HM (2012)
Value
var |
The variance of fixed estimated. |
Author(s)
Yusuf Bilgic
References
Y. K. Bilgic. Rank-based estimation and prediction for mixed effects models in nested designs. 2012. URL http://scholarworks.wmich.edu/dissertations/40. Dissertation.
J. Kloke, J. W. McKean and M. Rashid. Rank-based estimation and associated inferences for linear models with cluster correlated errors. Journal of the American Statistical Association, 104(485):384-390, 2009.
T. P. Hettmansperger and J. W. McKean. Robust Nonparametric Statistical Methods. Chapman Hall, 2012.