Some new algorithms for computing restricted maximum likelihood estimates of variance components

DOI10.1080/00949659108811332zbMath0800.62423OpenAlexW1994822117MaRDI QIDQ3135441

Terrance P. Callanan, David A. Harville

Publication date: 11 October 1993

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659108811332

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (11)

Assessing a multiple QTL search using the variance component model ⋮ Making REML computationally feasible for large data sets: use of the Gibbs sampler ⋮ An algorithm for searching optimal variance component estimators in linear mixed models ⋮ A new REML (parameter expanded) EM algorithm for linear mixed models ⋮ Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise. ⋮ Parameter estimation and inference in the linear mixed model ⋮ Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data ⋮ Closed-Form Approximations to the REML Estimator of a Variance Ratio (or Heritability) in a Mixed Linear Model ⋮ Adaptive fitting of linear mixed-effects models with correlated random effects ⋮ MM Algorithms for Variance Components Models ⋮ New Algorithms for Evaluating the Log-Likelihood Function Derivatives in the AI-REML Method

Cites Work

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• On analysis of variance in the mixed model
• Statistical and Computational Aspects of Mixed Model Analysis
• Confidence Intervals for a Variance Ratio, or for Heritability, in an Unbalanced Mixed Linear Model
• The Problem of Negative Estimates of Variance Components
• Sire Evaluation
• Computation of variance components using the em algorithm
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Recovery of inter-block information when block sizes are unequal

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