8. Computing ML and REML Estimates

  1. Shayle R. Searle,
  2. George Casella and
  3. Charles E. McCulloch

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316856.ch8

Variance Components

Variance Components

How to Cite

Searle, S. R., Casella, G. and McCulloch, C. E. (1992) Computing ML and REML Estimates, in Variance Components, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316856.ch8

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 13 MAR 1992

ISBN Information

Print ISBN: 9780471621621

Online ISBN: 9780470316856

SEARCH

Keywords:

  • maximum likelihood estimation;
  • variance component estimators;
  • analytical expressions;
  • numerical techniques;
  • derivative equations

Summary

The prelims comprise:

  • Introduction

  • Iterative methods based on derivatives

  • The EM algorithm

  • General methods that converge rapidly for balanced data

  • Pooling estimators from subsets of a large data set

  • Example: the I-way random model

  • Discussion

  • Summary

  • Exercises