Treffer: On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model
Title:
On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model
Authors:
Source:
Communications in statistics. Simulation and computation. 41(8-10):1921-1927
Publisher Information:
Colchester: Taylor & Francis, 2012.
Publication Year:
2012
Physical Description:
print, 1/2 p
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Probabilités et statistiques, Probability and statistics, Statistiques, Statistics, Inférence paramétrique, Parametric inference, Inférence linéaire, régression, Linear inference, regression, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Algorithme EM, EM algorithm, Algoritmo EM, Analyse covariance, Covariance analysis, Análisis covariancia, Analyse variance, Variance analysis, Análisis variancia, Calcul automatique, Computing, Cálculo automático, Composante variance, Variance component, Componente variancia, Effet aléatoire, Random effect, Efecto aleatorio, Estimation erreur, Error estimation, Estimación error, Implémentation, Implementation, Implementación, Maximum vraisemblance, Maximum likelihood, Maxima verosimilitud, Méthode itérative, Iterative method, Método iterativo, Méthode moindre carré, Least squares method, Método cuadrado menor, Méthode statistique, Statistical method, Método estadístico, Régression statistique, Statistical regression, Regresión estadística, Simulation numérique, Numerical simulation, Simulación numérica, Test hypothèse, Hypothesis test, Test hipótesis, Test statistique, Statistical test, Test estadístico, 62F03, 62J10, Estimation paramétrique, Log vraisemblance, Log likelihood, Moindre carré généralisé, Generalized least square, 62p20, Error components, Incomplete panel
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Economics, George Washington University, Washington DC, United States
ISSN:
0361-0918
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.26164034
Database:
PASCAL Archive
Weitere Informationen
This article applies the ECME algorithm to derive an easily implemented iterative feasible generalized least squares procedure for calculating maximum-likelihood estimates of the parameters of the unbalanced two-way random-effects model. The algorithm increases the log-likelihood monotonically and the fitted variance components are guaranteed to be non negative. This article applies the algorithm in an example.