Accession Number:

ADA014244

Title:

Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems

Descriptive Note:

[Technical Report, Final Report]

Corporate Author:

AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH

Personal Author(s):

• Harville, David A.

Report Date:

1975-06-01

Pagination or Media Count:

111

Abstract:

Several recent developments promise to increase greatly the popularity of maximum likelihood ML as a technique for estimating variance components. Patterson and Thompson Biometrika, Vol. 58, December 1971, pp. 545-554 proposed a restricted maximum likelihood REML approach which takes into account the loss in degrees of freedom resulting from estimating fixed effects. Miller Technical Report No. 12, Department of Statistics, Stanford University, 1973 developed a realistic asymptotic theory for ML estimators of variance components. There are many iterative algorithms that can be considered for computing ML or REML estimates of variance components. Some were developed specifically for the variance component problem and related problems. Others are general nonlinear optimization procedures. The computations on each iteration of these algorithms are those associated with computing estimates of fixed and random effects for given values of the variance components. MINQUEs of variance components can be computed from one iteration of the REML version of Andersons Annals of Statistics, Vol. 1, January 1973, pp. 135-141 iterative procedures.

Descriptors:

Subject Categories:

• Statistics and Probability
• Test Facilities, Equipment and Methods

Distribution Statement:

[A, Approved For Public Release]