Comparison and robustness of the REML, ML, MIVQUE estimators for multi-level random mediation model

DOI10.1080/02664763.2016.1221904MaRDI QIDQ5138653zbMATH OpenOpenAlexFDO

Authors

Publication date 4 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2016.1221904

zbMATH Keywords

maximum likelihoodminimum variance quadratic unbiased estimationmulti-level random mediation modelrestricted maximum likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects
• Generalized estimation of the BLUP in mixed-effects models: a comparison with ML and REML
• scientific article; zbMATH DE number 1748473 (Why is no real title available?)
• scientific article; zbMATH DE number 3325347 (Why is no real title available?)
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Monte Carlo Comparison of ANOVA, MIVQUE, REML, and ML Estimators of Variance Components
• On elliptical multilevel models
• On the Exact Variance of Products
• Recovery of inter-block information when block sizes are unequal

Cited in

(3)

• A comparison of approaches to interval estimation of mediated effects in linear regression models
• Multilevel mediation analysis: the effects of omitted variables in the 1-1-1 model
• Treating random effects as observed versus latent predictors: The bias–variance tradeoff in small samples

Describes a project that uses

Uses Software

• Stata
• gformula
• SASmixed

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