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Title:

Maximum likelihood degree of variance component models

Document type:
Zeitschriftenaufsatz
Author(s):
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...     »
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:
6
Year / month:
2012-05
Quarter:
2. Quartal
Month:
May
Pages contribution:
993-1016
Language:
en
Fulltext / DOI:
doi:10.1214/12-ejs702
WWW:
Project Euclid
Publisher:
Institute of Mathematical Statistics
E-ISSN:
1935-7524
Date of publication:
31.05.2012
Format:
Text
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