Maximum likelihood estimation of random effects models (Q1093302)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum likelihood estimation of random effects models |
scientific article; zbMATH DE number 4022449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of random effects models |
scientific article; zbMATH DE number 4022449 |
Statements
Maximum likelihood estimation of random effects models (English)
0 references
1987
0 references
Iterated GLS has a remarkable property when applied to the random effects model in its usual parameterization. The values for the parameter that measures relative variance, obtained through successive iterations, form a monotonic sequence. This property provides convenient checks for multiple maxima of the likelihood function and for existence of a local maximum that satisfies the non-negativity condition.
0 references
maximum likelihood estimation
0 references
generalized least squares
0 references
Iterated GLS
0 references
random effects model
0 references
multiple maxima
0 references
likelihood function
0 references
existence of a local maximum
0 references
non-negativity condition
0 references
