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Titel:

Maximum likelihood degree of variance component models

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Gross, Elizabeth; Drton, Mathias; Petrović, Sonja
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...     »
Stichworte:
Analysis of variance, linear mixed model, maximum likelihood, restricted maximum likelihood, variance component
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Electronic Journal of Statistics
Jahr:
2012
Band / Volume:
6
Jahr / Monat:
2012-05
Quartal:
2. Quartal
Monat:
May
Seitenangaben Beitrag:
993-1016
Sprache:
en
Volltext / DOI:
doi:10.1214/12-ejs702
WWW:
Project Euclid
Verlag / Institution:
Institute of Mathematical Statistics
E-ISSN:
1935-7524
Publikationsdatum:
31.05.2012
Format:
Text
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