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Document type:
Zeitschriftenaufsatz 
Author(s):
Gross, Elizabeth; Drton, Mathias; Petrović, Sonja 
Title:
Maximum likelihood degree of variance component models 
Abstract:
Most statistical software packages implement numerical strategies for computation of maximum likelihood estimates in random effects models. Little is known, however, about the algebraic complexity of this problem. For the one-way layout with random effects and unbalanced group sizes, we give formulas for the algebraic degree of the likelihood equations as well as the equations for restricted maximum likelihood estimation. In particular, the latter approach is shown to be algebraically less compl...    »
 
Keywords:
Analysis of variance, linear mixed model, maximum likelihood, restricted maximum likelihood, variance component 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Electronic Journal of Statistics 
Year:
2012 
Journal volume:
Year / month:
2012-05 
Quarter:
2. Quartal 
Month:
May 
Pages contribution:
993-1016 
Language:
en 
Fulltext / DOI:
Publisher:
Institute of Mathematical Statistics 
E-ISSN:
1935-7524 
Date of publication:
31.05.2012 
Format:
Text