Existence of maximum likelihood estimates in normal variance-components models

DOI10.1016/S0378-3758(01)00302-0zbMath1031.62042OpenAlexW2070237860MaRDI QIDQ1869125

Shaun S. Wulff, David S. Birkes

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00302-0

zbMATH Keywords

Mixed linear modelBalanced classification modelCommutative covariance structureResidual maximum likelihood estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields ⋮ Best unbiased estimation of fixed effects in mixed ANOVA models ⋮ MAXIMUM LIKELIHOOD ESTIMATION IN LINEAR MODELS WITH EQUI-CORRELATED RANDOM ERRORS ⋮ Existence of maximum likelihood estimates in normal variance-components models ⋮ Partially observed information and inference about non-Gaussian mixed linear models

Uses Software

• SAS/STAT

Cites Work

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• Explicit maximum likelihood estimates from balanced data in the mixed model of the analysis of variance
• On the existence of unbiased nonnegative estimates of variance covariance components
• Graphical methods for constructing data sets for which likelihood functions have multiple optima
• Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
• Balance and orthogonality in designs for mixed classification models
• Existence of maximum likelihood estimates in normal variance-components models
• Direct products: a powerful tool for the analysis of balanced data

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