A direct derivation of the REML likelihood function

DOI10.1007/s00362-006-0335-6zbMath1110.62078OpenAlexW1994742482MaRDI QIDQ882904

Lynn Roy La Motte

Publication date: 24 May 2007

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0335-6

zbMATH Keywords

mixed models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Basic linear algebra (15A99)

Related Items (10)

Random-effect models with singular precision ⋮ Uniformly valid inference based on the Lasso in linear mixed models ⋮ Further remarks on the connection between fixed linear model and mixed linear model ⋮ An alternative REML estimation of covariance matrices in linear mixed models ⋮ Heteroscedastic ANOVA: old \(p\) values, new views ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ Professor Haruo Yanai and multivariate analysis ⋮ Estimating variances in time series kriging using convex optimization and empirical BLUPs ⋮ General linear mixed model and signal extraction problem with constraint ⋮ On estimation in hierarchical models with block circular covariance structures

Uses Software

• MIXED
• SASmixed

Cites Work

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• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Bayesian inference for variance components using only error contrasts
• Mixed Models
• Computational Efficiency in the Selection of Regression Variables

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