Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
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Publication:4151034
DOI10.2307/2286796zbMATH Open0373.62040OpenAlexW4240886359WikidataQ29303607 ScholiaQ29303607MaRDI QIDQ4151034FDOQ4151034
Authors: David A. Harville
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/2286796
Point estimation (62F10) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10) Optimal statistical designs (62K05)
Cited In (only showing first 100 items - show all)
- Sparse matrix tools for Gaussian models on lattices
- Prediction in a class of mixed models with two variance components
- Alternatives to the usual likelihood ratio test in mixed linear models
- Construction of experimental designs for estimating variance components
- Approximate inference for spatial functional data on massively parallel processors
- Testing for serial correlation in hierarchical linear models
- A comparison of allocation strategies for optimising clinical trial designs under variance heterogeneity
- Canonical forms and tests of hypotheses: Part I: The general univariate mixed model
- Maximum likelihood and least squares estimators for a non-linear model with heterogeneous variances
- A nondegenerate penalized likelihood estimator for variance parameters in multilevel models
- Some asymptotic results for the residual maximum likelihood estimation of the parameters of a spatial process
- Linear regression with nested errors using probability-linked data
- Prediction and inverse estimation in repeated-measures models
- Recursive estimation and residuals
- Multilevel multivariate meta-analysis with application to choice overload
- On the quadratic estimation of covariance matrices in multivariate linear models
- Use of the Gibbs sampler to invert large, possibly sparse, positive definite matrices
- Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
- \(O(n\log^ 2n)\) determinant computation of a Toeplitz matrix and fast variance estimation
- Non-negative estimation of variance components in heteroscedastic one-way random-effects ANOVA models
- Estimating variance components and random effects using the Box-Cox transformation in the linear mixed model
- Empirical Bayes estimates for a two-way cross-classified model
- A sequential logistic regression classifier based on mixed effects with applications to longitudinal data
- Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias
- Robust tests and confidence intervals for error variance in a regression model and for functions of variance components inan unbalanced random one-way model
- Fixed-effect variable selection in linear mixed models using \(R^2\) statistics
- A spatio-temporal analysis of a field trial
- On estimation of variance components
- Reliability estimation through the linear mixed effects model
- Inference in nonorthogonal mixed models
- Modelling conditional covariance in the linear mixed model
- PRESS model selection in repeated measures data.
- On a class of change-point models in covariance structures for growth curves and repeated measurements
- Quotient spaces and statistical models
- Robust estimation of parameters in a mixed unbalanced model
- Reml estimation for repeated measures analysis
- Smoothing spline estimation of generalised varying-coefficient mixed model
- On variance component estimation with pseudo-observations
- Algorithms for the likelihood-based estimation of the random coefficient model
- Analysis of multiple outcome variables measured longitudinally
- Short confidence intervals for variance components
- Computation of variance components by the MINQUE method
- The factorability of symmetric matrices and some implications for statistical linear models
- A new procedure for the estimation of variance components
- A general model for two-level data with responses missing at random
- Inference of random effects for linear mixed-effects models with a fixed number of clusters
- Linear mixed model with Laplace distribution (LLMM)
- Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models
- Bias of ml and reml estimators in regression models with arma errors
- The three-fold nested random effects model
- Penalized quasi-likelihood with spatially correlated data
- Bias in the last observation carried forward method under informative dropout
- Sample sizes required to detect interactions between two binary fixed-effects in a mixed-effects linear regression model
- Empirical Bayes and fully Bayes procedures to detect high-risk areas in disease mapping
- On empirical Bayes penalized quasi-likelihood inference in GLMMs and in Bayesian disease mapping and ecological modeling
- Wald consistency and the method of sieves in REML estimation
- Monte Carlo results on several new and existing tests for the error component model
- Modifications of REML algorithm for HGLMs
- A multivariate multilevel approach to the modeling of accuracy and speed of test takers
- Bias-reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed-effects models
- Interval estimation of the mean in a two-stage nested model
- Constrained covariance matrix estimation in road accident modelling with Schur complements
- An algorithm for searching optimal variance component estimators in linear mixed models
- Total least-squares regularization of Tykhonov type and an ancient racetrack in Corinth
- Estimating the term structure of interest rates using penalized splines
- Estimating genetic correlations
- Interval estimation of variance ratio in non-normal unbalanced one-way random models
- Type I and type II error rates in the last observation carried forward method under informative dropout
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
- Small sample inference for the fixed effects in the mixed linear model
- Extended-REML estimators
- Shrinkage estimation in linear mixed models for longitudinal data
- Predicting threshold exceedance by local block means in soil pollution surveys
- Statistical estimation in partially nonlinear models with random effects
- General linear mixed model and signal extraction problem with constraint
- Marginal likelihood for parallel series
- Improved nonnegative estimation of multivariate components of variance
- Powerful tests for detecting a gene effect in the presence of possible gene-gene interactions using garrote kernel machines
- Maximum likelihood estimation for simplex distribution nonlinear mixed models via the stochastic approximation algorithm
- Spatial robust small area estimation
- On the relative efficiency of a monotone parameter curve estimator in a functional nonlinear model
- A smoothed residual based goodness-of-fit statistic for logistic hierarchical regression models
- An Empirical Bayes Method for Estimating Epistatic Effects of Quantitative Trait Loci
- Multiple Cases Deletion Diagnostics for Linear Mixed Models
- Power family of transformation for Cox's regression with random effects.
- Multivariate time series modeling, estimation and prediction of mortalities
- Regularized Bayesian estimation of generalized threshold regression models
- Modelling heterogeneity for bivariate survival data by the log-normal distribution
- A note on local maxima in maximum likelihood, restricted maximum likelihood, and baysian estimation of variance components
- A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints
- Gauss-Hermite quadrature approximation for estimation in generalized linear mixed models
- A derivation of BLUP -- best linear unbiased predictor
- Restricted maximum likelihood estimation of a common mean and the Mandel-Paule algorithm
- Computation of reference Bayesian inference for variance components in longitudinal studies
- An integrated approach to empirical Bayesian whole genome prediction modeling
- Spline smoothing in small area trend estimation and forecasting
- Structured Additive Regression for Categorical Space–Time Data: A Mixed Model Approach
- A novel robust approach for analysis of longitudinal data
- On a matrix identity associated with generalized least squares
- Uncorrelated residuals and an exact test for two variance components in experimental design
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