Pages that link to "Item:Q3135441"
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The following pages link to Some new algorithms for computing restricted maximum likelihood estimates of variance components (Q3135441):
Displaying 11 items.
- Parameter estimation and inference in the linear mixed model (Q551316) (← links)
- Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise. (Q1423253) (← links)
- Assessing a multiple QTL search using the variance component model (Q1631155) (← links)
- Closed-Form Approximations to the REML Estimator of a Variance Ratio (or Heritability) in a Mixed Linear Model (Q3078877) (← links)
- MM Algorithms for Variance Components Models (Q3391241) (← links)
- New Algorithms for Evaluating the Log-Likelihood Function Derivatives in the AI-REML Method (Q3391875) (← links)
- A new REML (parameter expanded) EM algorithm for linear mixed models (Q4607191) (← links)
- Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data (Q4678887) (← links)
- Making REML computationally feasible for large data sets: use of the Gibbs sampler (Q4825498) (← links)
- Adaptive fitting of linear mixed-effects models with correlated random effects (Q5218950) (← links)
- An algorithm for searching optimal variance component estimators in linear mixed models (Q6116898) (← links)
