Estimation in mixed models through three step minimization. Issue 2 (7th February 2017)

• Record Type: Journal Article
• Authors: Ferreira, Dário; Ferreira, Sandra S.; Nunes, Célia; Mexia, João T.
• Is Part Of: Communications in statistics. Volume 46:Issue 2(2017)
• Page Start: 1156
• Page End: 1166
• Publication Date: 2017-02-07
• Subjects: Inference -- Maximum-likelihood -- Mixed models -- Newton–Raphson -- Variance components; 62J10 -- 62F12; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2014.992544
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: The aim of this article is to present an estimation procedure for both fixed effects and variance components in linear mixed models. This procedure consists of a maximum-likelihood method which we call Three Step Minimization (TSM). The major contribution of this method is that when variances tend to be null standard algorithms behave badly, unlike the TSM method, which uses a grid search algorithm in a compact set. A numerical application with real and simulated data is provided.