Restricted maximum likelihood estimation of joint mean-covariance models
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Cites work
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- scientific article; zbMATH DE number 3263751 (Why is no real title available?)
- A Monte Carlo EM algorithm for generalized linear mixed models with flexible random effects distribution
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- Approximate Inference in Generalized Linear Mixed Models
- Bayesian inference for variance components using only error contrasts
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Likelihood methods in statistics
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- On a formula for the distribution of the maximum likelihood estimator
- On modelling mean-covariance structures in longitudinal studies
- Random-Effects Models for Longitudinal Data
- Recovery of inter-block information when block sizes are unequal
- Small-area estimation based on natural exponential family quadratic variance function models and survey weights
Cited in
(8)- Estimation of multivariate dependence structures via constrained maximum likelihood
- Consistency of restricted maximum likelihood estimators of principal components
- On the relationships between sum score based estimation and joint maximum likelihood estima\-tion
- Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data
- Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
- A note on maximum likelihood estimation for covariance reducing models
- Restricted expected multivariate least squares
- D‐optimal designs of mean‐covariance models for longitudinal data
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