Estimation in mixed models through three step minimization

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

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)1156-1166
Number of pages11
JournalCommunications in Statistics: Simulation and Computation
Volume46
Issue number2
DOIs
Publication statusPublished - 2017

Keywords

  • Inference
  • Maximum-likelihood
  • Mixed models
  • Newton–Raphson
  • Variance components

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