A New Approach for theW-Matrix
From MaRDI portal
Publication:3350555
DOI10.1080/00949658808811065zbMath0726.62125MaRDI QIDQ3350555
Publication date: 1988
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658808811065
maximum likelihood estimates; variance components; mixed analysis of variance model; W transformation
62J10: Analysis of variance and covariance (ANOVA)
65C99: Probabilistic methods, stochastic differential equations
Cites Work
- Unnamed Item
- Asymptotically efficient estimation of covariance matrices with linear structure
- Unbalanced Repeated-Measures Models with Structured Covariance Matrices
- A Method for Calculating MINQUE Estimators of Variance Components
- Multilevel mixed linear model analysis using iterative generalized least squares
- Multilevel covariance component models
- Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
- Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
- A Note on the W Transformation
- Improved Algorithm for the W-Transform in Variance Component Estimation
- Computation of MINQUE Variance Component Estimates
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Maximum likelihood estimation of variance components-a Monte Carlo study
- Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
- Maximum-likelihood estimation for the mixed analysis of variance model
- A Survey of Numerical Methods for Unconstrained Optimization
- Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation