Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
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Publication:953682
DOI10.1016/J.JEDC.2003.04.004zbMATH Open1200.65004OpenAlexW1987927571MaRDI QIDQ953682FDOQ953682
Authors: Robert F. Phillips 
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2003.04.004
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Cites Work
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- Random-Effects Models for Longitudinal Data
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
- The Use of Error Components Models in Combining Cross Section with Time Series Data
- Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
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- Efficient Inference in a Random Coefficient Regression Model
- Fast EM-type Implementations for Mixed Effects Models
- Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
- A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model
- Estimating the autocorrelated error model with trended data
- A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
- A transformation that will circumvent the problem of autocorrelation in an error-component model
- On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models
- Estimation and hypothesis testing for collections of autoregressive time series
- Generalized Estimation of Error Components Models with a Serially Correlated Temporal Effect
- A State-Space EM Algorithm for Longitudinal Data
Cited In (6)
- On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model
- Random effects in generalized linear models and the em algoritham
- Estimating and Predicting the General Random Effects Model
- Maximum likelihood estimation of random effects models
- A Monte Carlo study of REML and robust rank-based analyses for the random intercept mixed model
- Quasi maximum likelihood estimation of dynamic panel data models
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