A direct derivation of the REML likelihood function

DOI10.1007/S00362-006-0335-6MaRDI QIDQ882904zbMATH OpenOpenAlexFDO

Authors Lynn Roy La Motte

Publication date 24 May 2007

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-006-0335-6

zbMATH Keywords

mixed models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Basic linear algebra (15A99)

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Cites work

• Analysis of longitudinal and cluster-correlated data.
• Bayesian inference for variance components using only error contrasts
• Computational Efficiency in the Selection of Regression Variables
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Mixed Models
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Variance components.

Cited in

(15)

• Random-effect models with singular precision
• Further remarks on the connection between fixed linear model and mixed linear model
• Likelihood function derivatives for a linear mixed model with compound symmetry assumption
• An alternative derivation of Harville's restricted log likelihood function for variance component estimation
• Professor Haruo Yanai and multivariate analysis
• All about the \(\bot\) with its applications in the linear statistical models
• General linear mixed model and signal extraction problem with constraint
• Heteroscedastic ANOVA: old \(p\) values, new views
• Uniformly valid inference based on the Lasso in linear mixed models
• New Algorithms for Evaluating the Log-Likelihood Function Derivatives in the AI-REML Method
• Estimating variances in time series kriging using convex optimization and empirical BLUPs
• A quasi-likelihood approach to the REML estimating equations
• An alternative REML estimation of covariance matrices in linear mixed models
• scientific article; zbMATH DE number 3945138 (Why is no real title available?)
• On estimation in hierarchical models with block circular covariance structures

Describes a project that uses

Uses Software

• SASmixed
• MIXED

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