Computing Gaussian Likelihoods and Their Derivatives for General Linear Mixed Models

DOI10.1137/0915079zbMath0805.62069OpenAlexW1997558610MaRDI QIDQ4316307

Russ Wolfinger, Randy Tobias, John Sall

Publication date: 7 December 1994

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0915079

zbMATH Keywords

Fisher scoringrestricted likelihoodNewton-RaphsonCholesky decompositionprofilingW-transformationGaussian likelihoodgeneral linear mixed modelsweep operatorarbitrary covariance structuresfirst and second derivatives of the likelihoodsMIVQUE(0)variance profiling

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (16)

Modelling effects of spatial variability of saturated hydraulic conductivity on autocorrelated overland flow data: Linear mixed model approach ⋮ Streamlined mean field variational Bayes for longitudinal and multilevel data analysis ⋮ Estimation of the linear mixed integrated Ornstein–Uhlenbeck model ⋮ Principal pivot transforms: Properties and applications ⋮ A likelihood-based approach to mixed modeling with ambiguity in cluster identifiers ⋮ Information attainable in some randomly incomplete multivariate response models ⋮ An example of using mixed models and proc mixed for longitudinal data ⋮ A composite Latin rectangle and nonstandard strip block design ⋮ Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments ⋮ Nonconjugate Bayesian Analysis of Variance Component Models ⋮ Recursive linear mixed models:some results on shared parameter estimation ⋮ A Comparison of Noniterative Generalized Least Squares and Iterative Maximum Likelihood Estimators When Testing Hypotheses in Random Coefficient Growth Curve Models ⋮ Fisher scoring for crossed factor linear mixed models ⋮ Maximum likelihood estimation of nonlinear mixed-effects models with crossed random effects by combining first-order conditional linearization and sequential quadratic programming ⋮ Wavelet-based Functional Mixed Models ⋮ A longitudinal data analysis interpretation of credibility models

This page was built for publication: Computing Gaussian Likelihoods and Their Derivatives for General Linear Mixed Models