Estimation in mixed models through three step minimization

Dário Ferreira; Sandra S. Ferreira; Célia Nunes; João T. Mexia

doi:10.1080/03610918.2014.992544

Estimation in mixed models through three step minimization

Dário Ferreira, Sandra S. Ferreira, Célia Nunes, João T. Mexia

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

The aim of this article is to present an estimation procedure for both fixed effects and variance components in linear mixed models. This procedure consists of a maximum-likelihood method which we call Three Step Minimization (TSM). The major contribution of this method is that when variances tend to be null standard algorithms behave badly, unlike the TSM method, which uses a grid search algorithm in a compact set. A numerical application with real and simulated data is provided.

Original language	English
Pages (from-to)	1156-1166
Number of pages	11
Journal	Communications in Statistics: Simulation and Computation
Volume	46
Issue number	2
DOIs	https://doi.org/10.1080/03610918.2014.992544
Publication status	Published - 2017

Keywords

Inference
Maximum-likelihood
Mixed models
Newton–Raphson
Variance components

Access to Document

10.1080/03610918.2014.992544Licence: Unspecified

Cite this

@article{72d6ab7a99fe4b069fe651e14a743d04,

title = "Estimation in mixed models through three step minimization",

abstract = "The aim of this article is to present an estimation procedure for both fixed effects and variance components in linear mixed models. This procedure consists of a maximum-likelihood method which we call Three Step Minimization (TSM). The major contribution of this method is that when variances tend to be null standard algorithms behave badly, unlike the TSM method, which uses a grid search algorithm in a compact set. A numerical application with real and simulated data is provided.",

keywords = "Inference, Maximum-likelihood, Mixed models, Newton–Raphson, Variance components",

author = "D{\'a}rio Ferreira and Ferreira, {Sandra S.} and C{\'e}lia Nunes and Mexia, {Jo{\~a}o T.}",

note = "Sem PDF. Center of Mathematics, University of Beira Interior (PEst-OE/MAT/UI0212/2014) CMA, Faculty of Science and Technology, New University of Lisbon (PEst- OE/MAT/UI0297/2011)",

year = "2017",

doi = "10.1080/03610918.2014.992544",

language = "English",

volume = "46",

pages = "1156--1166",

journal = "Communications In Statistics-Simulation And Computation",

issn = "0361-0918",

publisher = "Taylor & Francis",

number = "2",

}

TY - JOUR

T1 - Estimation in mixed models through three step minimization

AU - Ferreira, Dário

AU - Ferreira, Sandra S.

AU - Nunes, Célia

AU - Mexia, João T.

N1 - Sem PDF. Center of Mathematics, University of Beira Interior (PEst-OE/MAT/UI0212/2014) CMA, Faculty of Science and Technology, New University of Lisbon (PEst- OE/MAT/UI0297/2011)

PY - 2017

Y1 - 2017

N2 - The aim of this article is to present an estimation procedure for both fixed effects and variance components in linear mixed models. This procedure consists of a maximum-likelihood method which we call Three Step Minimization (TSM). The major contribution of this method is that when variances tend to be null standard algorithms behave badly, unlike the TSM method, which uses a grid search algorithm in a compact set. A numerical application with real and simulated data is provided.

AB - The aim of this article is to present an estimation procedure for both fixed effects and variance components in linear mixed models. This procedure consists of a maximum-likelihood method which we call Three Step Minimization (TSM). The major contribution of this method is that when variances tend to be null standard algorithms behave badly, unlike the TSM method, which uses a grid search algorithm in a compact set. A numerical application with real and simulated data is provided.

KW - Inference

KW - Maximum-likelihood

KW - Mixed models

KW - Newton–Raphson

KW - Variance components

UR - http://www.scopus.com/inward/record.url?scp=84994184203&partnerID=8YFLogxK

U2 - 10.1080/03610918.2014.992544

DO - 10.1080/03610918.2014.992544

M3 - Article

AN - SCOPUS:84994184203

SN - 0361-0918

VL - 46

SP - 1156

EP - 1166

JO - Communications In Statistics-Simulation And Computation

JF - Communications In Statistics-Simulation And Computation

IS - 2

ER -

Estimation in mixed models through three step minimization

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this