Newton-Raphson and Related Algorithms for Maximum Likelihood Variance Component Estimation
作者:
R.I. Jennrich,
P.F. Sampson,
期刊:
Technometrics
(Taylor Available online 1976)
卷期:
Volume 18,
issue 1
页码: 11-17
ISSN:0040-1706
年代: 1976
DOI:10.1080/00401706.1976.10489395
出版商: Taylor & Francis Group
关键词: Variance Components;Mixed hlodel ANOVA;Maximum Likelihood;Newton-Raphson;Fisher Scoring
数据来源: Taylor
摘要:
Three general purpose algorithms for maximum likelihood estimation of mean and variance components in mixed analysis of variance models are discussed. These are the Newton-Raphson algorithm, the Fisher scoring algorithm, and the Hemmerle and Hartley algorithm. Derivations for the first two are given and a unified presentation of all three makes some theoretical and practical comparisons possible. In addition the results of applying all three to a sequence of five problems are presented. TheWtransform of Hemmerle and Hartley is used throughout to reduce the computational burden associated with maximum likelihood variance component algorithms. The algorithms provide a unified approach to estimation and testing in the general mixed analysis of variance model.
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