Algorithms for the likelihood-based estimation of the random coefficient model

DOI10.1016/S0167-7152(96)00072-7MaRDI QIDQ1359785zbMATH OpenOpenAlexFDO

Authors Chungyeol Shin, Yasuo Amemiya

Publication date 14 October 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(96)00072-7

zbMATH Keywords

maximum likelihood estimationREMLgeneral linear mixed effects regression modelproper covariance matrix estimate

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 837912 (Why is no real title available?)
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• Algorithms for the likelihood-based estimation of the random coefficient model
• Asymptotic properties of the estimators for multivariate components of variance
• Estimation in Covariance Components Models
• Exact probabilities of obtaining estimated non-positive definite between-group covariance matrices
• Large sample inference in random coefficient regression models
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
• Maximum Likelihood Estimation for Incomplete Repeated-Measures Experiments under an ARMA Covariance Structure
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• Multilevel mixed linear model analysis using iterative generalized least squares
• Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
• Probabilities of Non-Positive Definite between-Group or Genetic Covariance Matrices
• REML Estimation in Unbalanced Multivariate Variance Components Models Using an EM Algorithm
• Random-Effects Models for Longitudinal Data
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?

Cited in

(11)

• Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
• Response modeling methodology (RMM)-maximum likelihood estimation procedures
• A maximum likelihood estimation method for random coefficient regression models
• Algorithm 762: LLDRLF, log-likelihood and some derivatives for log-F models
• scientific article; zbMATH DE number 3990674 (Why is no real title available?)
• Estimation on random coefficient model with unbalanced data
• Maximum likelihood estimates for the Hildreth–Houck random coefficients model
• Fast computation algorithm for the random consideration set model
• Algorithms for the likelihood-based estimation of the random coefficient model
• scientific article; zbMATH DE number 926551 (Why is no real title available?)
• Algorithm 717: Subroutines for maximum likelihood and quasi-likelihood estimation of parameters in nonlinear regression models

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