Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
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(33)- A new procedure for the estimation of variance components
- On the quadratic estimation of covariance matrices in multivariate linear models
- A longitudinal data analysis interpretation of credibility models
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
- A cautionary note on the analysis of randomized block designs with a few missing values
- A penalized likelihood method for nonseparable space-time generalized additive models
- Optimal designs for 2-color microarray experiments
- A New Approach for theW-Matrix
- Studies on the estimation of the slope parameter in the simple linear regression model with one-fold nested error structure
- Estimating genetic correlations
- On estimation of variance components
- Restricted maximum likelihood estimation under Eisenhart model Ill
- Estimating variance components in hiearchical structures using minque and restricted maximum livelihood
- Maximum likelihood estimation of variance components-a Monte Carlo study
- Comparison of confidence intervals for variance components with unbalanced data
- Approximate F-tests of multiple degree of freedom hypotheses in generalized least squares analyses of unbalanced split-plot experiments
- Modeling heterogeneity for bivariate survival data by the Weibull distribution
- Optimal 2n-pfractional factorial designs for dispersion effects under a location-diapersion model
- On the accuracy in high-dimensional linear models and its application to genomic selection
- Nonconjugate Bayesian Analysis of Variance Component Models
- Regression Model Selection—A Residual Likelihood Approach
- Estimation of semiparametric mixed analysis of covariance model
- Identifying the time of change in the mean of a two-stage nested process
- Parameter estimation and inference in the linear mixed model
- The unbalanced nested error component regression model
- Prediction intervals for all of M future observations based on linear random effects models
- Computation of reference Bayesian inference for variance components in longitudinal studies
- Estimation of structural parameters in balanced Bühlmann credibility model with correlation risk
- Biplot display for diagnostic in a two-level regression model for growth curve analysis
- On seemingly unrelated regression models with linear mixed effects
- Sandwich boosting for accurate estimation in partially linear models for grouped data
- Bayesian estimation in random effects meta-analysis using a non-informative prior
- Modelling heterogeneity for bivariate survival data by the log-normal distribution
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