Extended-REML estimators
- 1 October 2003
- journal article
- research article
- Published by Taylor & Francis in Journal of Applied Statistics
- Vol. 30 (8) , 845-856
- https://doi.org/10.1080/0266476032000075930
Abstract
Restricted likelihood was originally introduced as the criterion for the estimation of dispersion components in normal mixed linear models. Lee & Nelder (2001a) showed that it can be extended to a much wider class of models via double extended quasi-likelihood. We give a detailed description of the new method and show that it gives an efficient estimation procedure for dispersion components.Keywords
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