Efficient computational procedures for the estimation of parameters in multilevel models based on iterative generalised least squares

DOI10.1016/0167-9473(92)90154-8zbMath0825.65129OpenAlexW1967457414MaRDI QIDQ1186058

Jon Rasbash, Harvey Goldstein

Publication date: 28 June 1992

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(92)90154-8

zbMATH Keywords

parameter estimationmultilevel modelsefficient computational proceduresiterative generalised least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Local influence in multilevel regression for growth curves ⋮ p₂: a random effects model with covariates for directed graphs ⋮ Parallel implementation of a multilevel modelling package ⋮ Biplot display for diagnostic in a two-level regression model for growth curve analysis ⋮ Generalized Linear Mixed Models for Ordered Responses in Complex Multilevel Structures: Effects Beneath the School or College in Education

Uses Software

• AS 7
• ML3

Cites Work

• Unnamed Item
• A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects
• Multilevel mixed linear model analysis using iterative generalized least squares
• Restricted unbiased iterative generalized least-squares estimation
• On Deriving the Inverse of a Sum of Matrices

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