Reduction of Restricted Maximum Likelihood for Random Coefficient Models
Methodology
2019-11-14 v1 Statistics Theory
Statistics Theory
Abstract
The restricted maximum likelihood (REML) estimator of the dispersion matrix for random coefficient models is rewritten in terms of the sufficient statistics of the individual regressions.
Cite
@article{arxiv.1803.03895,
title = {Reduction of Restricted Maximum Likelihood for Random Coefficient Models},
author = {Kurt S. Riedel},
journal= {arXiv preprint arXiv:1803.03895},
year = {2019}
}