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ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS

Welsh, Alan; Richardson, Alice

Description

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]

CollectionsANU Research Publications
Date published: 1994
Type: Journal article
URI: http://hdl.handle.net/1885/138118
Source: The Australian journal of statistics
DOI: 10.1111/j.1467-842X.1994.tb00636.x

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