We present in this paper general formulas for deriving the maximum likelihood estimates and the asymptotic variance-covariance matrix of the positions and effects of quantitative trait loci (QTLs) in ...

This is a preview. Log in through your library . Abstract ANOVA of unweighted means can be used to estimate variance components easily. In the multivariate normal case, the variance-covariance matrix ...

The BLOCKS statement finds a design that maximizes the determinant |X'AX| of the treatment information matrix, where A depends on the block or covariate model. Alternatively, you can directly specify ...

The COV= option must be specified to compute an approximate covariance matrix for the parameter estimates under asymptotic theory for least-squares, maximum-likelihood, or Bayesian estimation, with or ...