Pages that link to "Item:Q4151034"
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The following pages link to Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems (Q4151034):
Displaying 50 items.
- Marginal likelihood for parallel series (Q1002541) (← links)
- Maximum likelihood estimation for simplex distribution nonlinear mixed models via the stochastic approximation algorithm (Q1011107) (← links)
- A multivariate multilevel approach to the modeling of accuracy and speed of test takers (Q1013048) (← links)
- A smoothed residual based goodness-of-fit statistic for logistic hierarchical regression models (Q1020028) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Fixed-effect variable selection in linear mixed models using \(R^2\) statistics (Q1023519) (← links)
- Hierarchical-likelihood approach for nonlinear mixed-effects models (Q1023689) (← links)
- Adaptive functional mixed NHPP models for the analysis of recurrent event panel data (Q1023705) (← links)
- Computation of variance components by the MINQUE method (Q1069247) (← links)
- Random group effects and the precision of regression estimates (Q1089714) (← links)
- A new procedure for the estimation of variance components (Q1094048) (← links)
- Prediction in a class of mixed models with two variance components (Q1101165) (← links)
- On the quadratic estimation of covariance matrices in multivariate linear models (Q1140382) (← links)
- Monte Carlo results on several new and existing tests for the error component model (Q1203086) (← links)
- Power family of transformation for Cox's regression with random effects. (Q1285484) (← links)
- Use of the Gibbs sampler to invert large, possibly sparse, positive definite matrices (Q1300831) (← links)
- A longitudinal data analysis interpretation of credibility models (Q1302128) (← links)
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model (Q1329125) (← links)
- A quasi-likelihood approach to the REML estimating equations (Q1341372) (← links)
- Robust estimation of parameters in a mixed unbalanced model (Q1354367) (← links)
- Algorithms for the likelihood-based estimation of the random coefficient model (Q1359785) (← links)
- A derivation of BLUP -- best linear unbiased predictor (Q1359807) (← links)
- Logistic regression with random coefficients (Q1361548) (← links)
- Analysis of multiple outcome variables measured longitudinally (Q1361553) (← links)
- Approaches to robust estimation in the simplest variance components model (Q1361649) (← links)
- Wald consistency and the method of sieves in REML estimation (Q1372860) (← links)
- The three-fold nested random effects model (Q1378825) (← links)
- Sparse matrix tools for Gaussian models on lattices (Q1389604) (← links)
- Two Taylor-series approximation methods for nonlinear mixed models (Q1390889) (← links)
- Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
- Gauss-Hermite quadrature approximation for estimation in generalized linear mixed models (Q1424630) (← links)
- Constrained covariance matrix estimation in road accident modelling with Schur complements (Q1428317) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- PRESS model selection in repeated measures data. (Q1606462) (← links)
- Alternatives to the usual likelihood ratio test in mixed linear models (Q1615194) (← links)
- Construction of experimental designs for estimating variance components (Q1621404) (← links)
- Approximate inference for spatial functional data on massively parallel processors (Q1623412) (← links)
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm (Q1623713) (← links)
- Multilevel multivariate meta-analysis with application to choice overload (Q1643447) (← links)
- Information methods for model selection in linear mixed effects models with application to HCV data (Q1658322) (← links)
- A sequential logistic regression classifier based on mixed effects with applications to longitudinal data (Q1660158) (← links)
- Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias (Q1663316) (← links)
- Linear mixed model with Laplace distribution (LLMM) (Q1706473) (← links)
- Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
- New methods for small area estimation with linkage uncertainty (Q1748528) (← links)
- Reliability estimation through the linear mixed effects model (Q1765672) (← links)
- A note on smoothing parameter selection for penalized spline smoothing (Q1888828) (← links)
- A general model for two-level data with responses missing at random (Q1897121) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- Prediction and inverse estimation in repeated-measures models (Q1901764) (← links)
