Maximum-likelihood estimation for the mixed analysis of variance model

Cited in

(94)

Maximum likelihood estimation for simplex distribution nonlinear mixed models via the stochastic approximation algorithm
Generalized fiducial inference for normal linear mixed models
Analysis of the reliability of a new scale for housing quality
A spectral form of the dispersion model in designs with arbitrarily unequal block sizes
Monte Carlo results on several new and existing tests for the error component model
Fence methods for mixed model selection
Outlier test in randomized linear model
Logistic regression with random coefficients
The matrix handling of BLUE and BLUP in the mixed linear model
Wald consistency and the method of sieves in REML estimation
Empirical method of moments and its applications
Testing panel data regression models with spatial error correlation.
A composite likelihood approach to (co)variance components estimation
Construction of experimental designs for estimating variance components
On empirical Bayes estimation of variance components in random effects model
Local influence in multilevel regression for growth curves
Asymptotic properties of maximum likelihood estimation in the mixed analysis of variance model
Testing AR(1) against MA(1) disturbances in an error component model
An overview of variance component estimation
REML estimation: Asymptotic behavior and related topics
Increasing cluster size asymptotics for nested error regression models
Inference of random effects for linear mixed-effects models with a fixed number of clusters
Adjusted maximum likelihood method for multivariate Fay-Herriot model
On the effect of ignoring correlation in the covariates when fitting linear mixed models
Multilevel simultaneous equation model: a novel specification and estimation approach
A unified approach on residuals, leverages and outliers in the linear mixed model
Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
Estimability analysis of variance and covariance components
Exact bayesian inference for normal hierarchical models
Shayle R. Searle: pioneer in linear modelling
Testing for serial correlation, spatial autocorrelation and random effects using panel data
On exact inference in linear models with two variance-covariance components
A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model
Robust modeling using non-elliptically contoured multivariate t distributions
An orthogonality-based estimation of moments for linear mixed models
Gilmour's approach to mixed and stochastic restricted ridge predictions in linear mixed models
Asymptotic properties of anoya bayes factors
Estimating Multivariate Variance and Covariance Components Using Quadratic and Bilinear Forms
A note on local maxima in maximum likelihood, restricted maximum likelihood, and baysian estimation of variance components
A New Approach for theW-Matrix
A lagrange multiplier test for the error components model with incomplete panels
MM Algorithms for Variance Components Models
Efficient estimation of variance components in nonparametric mixed-effects models with large samples
Mixed models and unbalanced data: wherefrom, whereat and whereto?
Stochastic goal programming with estimated parameters
Estimating genetic correlations
On estimation of variance components
Estimation and tests of hypotheses for the initial mean and covariance in the kalman filter model
Computation of variance components using the em algorithm
Estimating the parameters of mixed linear models with modal estimators
Maximum likelihood estimation of variance components-a Monte Carlo study
Estimation of Variance Components Based on a Diallel Model Involving Maternal and Maternal Interaction Effects
Variance Components Estimation in Mixed Linear Model—The Sub-diagonalization Method
An alternative derivation of Harville's restricted log likelihood function for variance component estimation
Comparative Studies on the Estimation of Genetic Variances by Several Variance Components Estimation Method
Estimation in a Two Variance Components Model When one Component is Known
Making REML computationally feasible for large data sets: use of the Gibbs sampler
Tests of Special Structures on the Dispersion Matrix Associated with a Two‐Way Mixed Effects Model
TERES: tail event risk expectile shortfall
Covariance based moment equations for improved variance component estimation
A generalized spatial panel data model with random effects
Bayesian inference for skew-normal linear mixed models
Small area estimation of mean price of habitation transaction using time-series and cross-sectional area-level models
An evaluation of ridge estimator in linear mixed models: an example from kidney failure data
Tests for random time effects and spatial error correlation in panel regression models
Optimal sampling design with random size clusters for a mixed model with measurement errors
Parameter estimation and inference in the linear mixed model
Estimation of variance and covariance components—MINQUE theory
A discussion of prior-based Bayesian information criterion (PBIC)
LAN, LAM and convergence of iterative ML estimates; optimal design in Gaussian one-way mixed model
Statistical analysis of longitudinal studies
Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models
My Chancy Life as a Statistician
A robust threshold \(t\) linear mixed model for subgroup identification using multivariate T distributions
An algorithm for searching optimal variance component estimators in linear mixed models
S-estimation in linear models with structured covariance matrices
\textit{mind}, a methodology for multivariate small area estimation with multiple random effects
Analytical methods for correlated data arising from multicenter hearing studies
Computationally stable estimation procedure for the multivariate linear mixed-effect model and application to malaria public health problem
Estimation in mixed models via layer triangular transformation
Adjusted maximum likelihood method based on shrinkage factor bias reduction for multivariate Fay-Herriot model
Latent-class trajectory modeling with a heterogeneous mean-variance relation
Sandwich boosting for accurate estimation in partially linear models for grouped data
Asymptotics of estimators for structured covariance matrices
Validating effectiveness of subgroup identification for longitudinal data
Increasing dimension asymptotics for two-way crossed mixed effect models
The EM algorithm for variance component estimation in multivariate Fay-Herriot model
Partially observed information and inference about non-Gaussian mixed linear models
A conversation with Shayle R. Searle
Experimental designs for mean and variance estimation in variance components models
Geostatistical simulation when the number of experimental data is small: an alternative paradigm
A recursive approach to detect multivariable conditional variance components and conditional random effects
Testing for heteroskedasticity and spatial correlation in a random effects panel data model
A simulation study for a class of central composite designs with nested sub-experiment

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