ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
作者:
A.M. RICHARDSON,
A.H. WELSH,
期刊:
Australian Journal of Statistics
(WILEY Available online 1994)
卷期:
Volume 36,
issue 1
页码: 31-43
ISSN:0004-9581
年代: 1994
DOI:10.1111/j.1467-842X.1994.tb00636.x
出版商: Blackwell Publishing Ltd
关键词: Components of variance;hierarchical models;maximum likelihood estimation;mixed models;restricted maximum likelihood estimation;weighted least squares
数据来源: WILEY
摘要:
SummaryThis paper explores the asymptotic distribution of the restricted maximum likelihood estimator of the variance components in a general mixed model. Restricting attention to hierarchical models, central limit theorems are obtained using elementary arguments with only mild conditions on the covariates in the fixed part of the model and without having to assume that the data are either normally or spherically symmetrically distributed. Further, the REML and maximum likelihood estimators are shown to be asymptotically equivalent in this general framework, and the asymptotic distribution of the weighted least squares estimator (based on the REML estimator) of the fixed effect parameters is derived.
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