Maximum Likelihood Estimation of Variance Components in Repeated Measures Designs Assuming Autoregressive Errors

DOI10.2307/2530665MaRDI QIDQ4720599zbMATH OpenOpenAlexFDO

Authors Hussein Mansour, Erik V. Nordheim, J. J. Rutledge

Publication date 1985

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2530665

zbMATH Keywords

Monte Carlo resultscorrelated errorsautoregressive errorsestimation of variance componentsMaximum likelihoodLinear modelsfirst-order nonstationary autoregressive process

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

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(7)

• Book review of: B. T. West et al., Linear mixed models. A practical guide using statistical software
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• Repeated measurements, log likelihood ratio tests and small samples
• Optimal incomplete block designs for general dependence structures
• Panel regression models for measuring multidimensional poverty dynamics
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