Vol.2, No 1, 2003 pp. 59 -64
UDC 519.233.4
HENDERSON'S APPROACH TO VARIANCE COMPONENTS
ESTIMATION FOR UNBALANCED DATA
Vera Djordjević, Vinko Lepojević
Faculty of Economics, University of Niš, 18000 Niš, Serbia and Montenegro
The analysis of variance is a frequently used technique of data analysing
and probably the most used statistical method in 20th century. However,
there are a lot of ambiguities in the interpretation of particular aspects.
The aim of this text is an explanation of one of the fundamental parts
of this method - the variance components estimation. Namely, by calculating
variability in observations we can divide their variance into parts which
correspond to the factors we examine, and that means that the subject of
study are the variance components. This text is a presentation of Henderson's
method for variance components estimation in models of analysis of variance.
HENDERSONOV PRISTUP OCENI VARIJANSNIH
KOMPONENTI ZA NEURAVNOTEŽENE PODATKE
Analiza varijanse je obilato korišćena tehnika analize podataka i verovatno
najčešće korišćeni statistički metod u dvadesetom veku. No, i pored toga,
još uvek postoje nejasnoće u tumačenju pojedinih njenih aspekata. Ovaj
rad ima za cilj osvetljavanje jednog od fundamentalnih delova ovog metoda
- ocenu varijansnih komponenti. Naime, u cilju izračunavanja varijabiliteta
u posmatranjima možemo razložiti njihovu varijansu na delove koji odgovaraju
faktorima koje proučavamo, a to u stvari znači da predmet proučavanja predstavljaju
varijansne komponente. U radu je prezentovan kritički pristup Henderson-ov
metode ocene varijansnih komponenti u modelima analize varijanse.