Computation of variance components using the em algorithm

DOI10.1080/00949658208810550MaRDI QIDQ3936151zbMATH OpenOpenAlexFDO

Authors Nan M. Laird

Publication date 1982

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658208810550

zbMATH Keywords

maximum likelihoodanalysis of varianceestimators of variance components

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to equations with linear operators (65J10)

Cites work

• Bayesian inference for variance components using only error contrasts
• Extension of the Gauss-Markov theorem to include the estimation of random effects
• Maximum-likelihood estimation for the mixed analysis of variance model

Cited in

(10)

• Efficient estimation of variance components in nonparametric mixed-effects models with large samples
• ML estimation for the multivariate normal distribution with general linear model mea1 and linear-structure covariance matrix; one-population, complete-data case
• A fast Monte Carlo expectation-maximization algorithm for estimation in latent class model analysis with an application to assess diagnostic accuracy for cervical neoplasia in women with atypical glandular cells
• On a matrix identity associated with generalized least squares
• On elliptical multilevel models
• Estimation in mixed models via layer triangular transformation
• An algorithm for searching optimal variance component estimators in linear mixed models
• Making REML computationally feasible for large data sets: use of the Gibbs sampler
• Ml estimation in the bivariate poisson distribution in the presence of missing values via the em algorithm
• Some new algorithms for computing restricted maximum likelihood estimates of variance components

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