×

A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects. (English) Zbl 0628.62075

A fast Fisher scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects is described. The algorithm uses explicit formulae for the inverse and the determinant of the covariance matrix, given by L. R. La Motte, Ann. Math. Statistics 43, 659-662 (1972; Zbl 0261.62053), and avoids inversion of large matrices. Description of the algorithm concentrates on computational aspects for large sets of data.

MSC:

62J10 Analysis of variance and covariance (ANOVA)
62H12 Estimation in multivariate analysis
65C99 Probabilistic methods, stochastic differential equations

Citations:

Zbl 0261.62053
PDF BibTeX XML Cite
Full Text: DOI