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Likelihood inference for small variance components

Stern, Steven E; Welsh, A. H


The authors explore likelihood-based methods for making inferences about the components of variance in a general normal mixed linear model. In particular, they use local asymptotic approximations to construct confidence intervals for the components of variance when the components are close to the boundary of the parameter space. In the process, they explore the question of how to profile the restricted likelihood (REML). Also, they show that general REML estimates are less likely to fall on the...[Show more]

CollectionsANU Research Publications
Date published: 2000
Type: Working/Technical Paper
Source: Canadian Journal of Statistics


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