Maximum likelihood estimation of random effects models (Q1093302)
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scientific article; zbMATH DE number 4022449
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| English | Maximum likelihood estimation of random effects models |
scientific article; zbMATH DE number 4022449 |
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Maximum likelihood estimation of random effects models (English)
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1987
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Iterated GLS has a remarkable property when applied to the random effects model in its usual parameterization. The values for the parameter that measures relative variance, obtained through successive iterations, form a monotonic sequence. This property provides convenient checks for multiple maxima of the likelihood function and for existence of a local maximum that satisfies the non-negativity condition.
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maximum likelihood estimation
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generalized least squares
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Iterated GLS
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random effects model
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multiple maxima
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likelihood function
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existence of a local maximum
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non-negativity condition
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0.7833169102668762
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0.7802980542182922
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0.7722986936569214
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0.7610067129135132
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0.7532601952552795
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