Chapter 8. Computing ML and REML Estimates
Published Online: 27 MAY 2008
DOI: 10.1002/9780470316856.ch8
Copyright © 2006 John Wiley & Sons, Inc.
Book Title
Variance Components
Additional Information
How to Cite
Searle, S. R., Casella, G. and McCulloch, C. E. (2008) Computing ML and REML Estimates, in Variance Components, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316856.ch8
Publication History
- Published Online: 27 MAY 2008
- Published Print: 13 MAR 1992
Book Series:
ISBN Information
Print ISBN: 9780471621621
Online ISBN: 9780470316856
- Summary
- Chapter
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