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A Simplified Algorithm for the W Transformation in Variance Component Estimation

 

作者: J.H. Goodnight,   W.J. Hemmerle,  

 

期刊: Technometrics  （Taylor Available online 1979）
卷期: Volume 21, issue 2  

页码: 265-267

 

ISSN:0040-1706

 

年代: 1979

 

DOI:10.1080/00401706.1979.10489760

 

出版商: Taylor & Francis Group

 

关键词: Mixed A.O.V. model;Variance components;Maximum likelihood;W transformation

 

数据来源: Taylor

 

摘要:

TheWtransformation is needed at each step in the maximum likelihood or restricted maximum likelihood procedure for estimation of the parameters of the mixed A.O.V. model. This paper develops an efficient algorithm for computing theWtransformation needing only about a dozen lines of Fortran or PL/I code.

 

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