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

DOI10.2307/2530665zbMATH Open0613.62096OpenAlexW2317490057MaRDI QIDQ4720599FDOQ4720599

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

Recommendations

• Maximum Likelihood Estimation of Variance Components for a Multivariate Mixed Model with Equal Design Matrices
• Maximum Likelihood Estimation for Incomplete Repeated-Measures Experiments under an ARMA Covariance Structure
• Generalised components of variance models
• ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors
• Maximum likelihood estimation in mixed normal models with two variance Components

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)

Cited In (7)

• Book review of: B. T. West et al., Linear mixed models. A practical guide using statistical software
• ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors
• 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
• Maximum Likelihood Estimation for Incomplete Repeated-Measures Experiments under an ARMA Covariance Structure
• Repeated measurements designs - a review

This page was built for publication: Maximum Likelihood Estimation of Variance Components in Repeated Measures Designs Assuming Autoregressive Errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4720599)