A direct derivation of the REML likelihood function
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Publication:882904
DOI10.1007/S00362-006-0335-6zbMATH Open1110.62078OpenAlexW1994742482MaRDI QIDQ882904FDOQ882904
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
Cites Work
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- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Mixed Models
- Unbalanced Repeated-Measures Models with Structured Covariance Matrices
- Bayesian inference for variance components using only error contrasts
- Computational Efficiency in the Selection of Regression Variables
Cited In (11)
- Random-effect models with singular precision
- Further remarks on the connection between fixed linear model and mixed linear model
- Professor Haruo Yanai and multivariate analysis
- All about the \(\bot\) with its applications in the linear statistical models
- General linear mixed model and signal extraction problem with constraint
- Heteroscedastic ANOVA: old \(p\) values, new views
- Uniformly valid inference based on the Lasso in linear mixed models
- New Algorithms for Evaluating the Log-Likelihood Function Derivatives in the AI-REML Method
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- An alternative REML estimation of covariance matrices in linear mixed models
- On estimation in hierarchical models with block circular covariance structures
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