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Orientador(es)
Resumo(s)
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.
Descrição
Palavras-chave
Mixed models Inference Maximum likelihood Variance components Newton-Raphson