ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
This paper explores the asymptotic distribution of the restricted maximum likelihood estimator of the variance components in a general mixed model. Restricting attention to hierarchical models, central limit theorems are obtained using elementary arguments with only mild conditions on the covariates in the fixed part of the model and without having to assume that the data are either normally or spherically symmetrically distributed. Further, the REML and maximum likelihood estimators are shown...[Show more]
|Collections||ANU Research Publications|
|Source:||The Australian journal of statistics|
|Access Rights:||Open Access|
|RICHARDSON_et_al-1994-Australian_Journal_of_Statistics.pdf||605.92 kB||Adobe PDF|
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