Estimating variance components in hiearchical structures using minque and restricted maximum livelihood
- 1 January 1978
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 7 (9) , 891-904
- https://doi.org/10.1080/03610927808827680
Abstract
This paper presents a compact and efficient method for computing MINQUE and restricted maximum likelihood estimates of variance components for hierarchical classification models. The method does not require storage of large matrices and consequently removes limitations on the size of the structure, Ibcperience indicates that iterative MINQUE computations converge very rapidly to the restricted maximum likelihood estimates.Keywords
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