On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model

DOI10.1080/03610918.2011.626546zbMath1272.62142OpenAlexW2037259501MaRDI QIDQ3168334

Robert F. Phillips

Publication date: 30 October 2012

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.626546

zbMATH Keywords

EM algorithmmaximum likelihooderror componentsincomplete panel

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Quasi maximum likelihood estimation of dynamic panel data models

Cites Work

• Unnamed Item
• Random-Effects Models for Longitudinal Data
• Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
• A monotonic property for iterative GLS in the two-way random effects model
• Investment Demand: An Empirical Contribution to the Aggregation Problem
• Fast EM-type Implementations for Mixed Effects Models
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• A comparative study of alternative estimators for the unbalanced two‐way error component regression model

This page was built for publication: On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model