Estimating variance components in hiearchical structures using minque and restricted maximum livelihood |
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| Authors: | Francis G Giesbrecht Peter M Burrows |
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| Institution: | 1. Department of Statistics , North Carolina State University , Raleigh, USA, 27607, North Carolina;2. Experimental Statistics Unit , Clemson University , Clemson, USA, 29631, South Carolina |
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| Abstract: | This paper presents a compact and efficient method for computing MINQUE and restricted maximum likelihood estimates of variance components for hierarchical classification models. The method does not require storage of large matrices and consequently removes limitations on the size of the structure, Ibcperience indicates that iterative MINQUE computations converge very rapidly to the restricted maximum likelihood estimates. |
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| Keywords: | REML nested model MINQUE variance components |
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