On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model

DOI10.1080/03610918.2011.626546MaRDI QIDQ3168334zbMATH OpenOpenAlexFDO

Authors Robert F. Phillips

Publication date 30 October 2012

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.626546

zbMATH Keywords

EM algorithmerror componentsincomplete panelmaximum likelihood

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• A comparative study of alternative estimators for the unbalanced two‐way error component regression model
• A monotonic property for iterative GLS in the two-way random effects model
• Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
• Fast EM-type Implementations for Mixed Effects Models
• scientific article; zbMATH DE number 1059776 (Why is no real title available?)
• Investment Demand: An Empirical Contribution to the Aggregation Problem
• Random-Effects Models for Longitudinal Data
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence

Cited in

(9)

• A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects
• Maximum likelihood estimation of random effects models
• Maximum likelihood degree of variance component models
• scientific article; zbMATH DE number 4157850 (Why is no real title available?)
• scientific article; zbMATH DE number 4062402 (Why is no real title available?)
• Quasi maximum likelihood estimation of dynamic panel data models
• Efficient moment calculations for variance components in large unbalanced crossed random effects models
• Minimal sufficient statistics for the unbalanced two-fold nested model
• Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence

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