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Estimation in mixed models through three step minimization

2015Journal article Open access
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dc.contributor.authorFerreira, Dário
dc.contributor.authorFerreira, Sandra S.
dc.contributor.authorNunes, Célia
dc.contributor.authorMexia, João T.
dc.date.accessioned2020-02-06T15:40:45Z
dc.date.available2020-02-06T15:40:45Z
dc.date.issued2015
dc.description.abstractThe 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.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.doi10.1080/03610918.2014.992544pt_PT
dc.identifier.urihttp://hdl.handle.net/10400.6/9070
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.relationStrategic Project - UI 297 - 2011-2012
dc.subjectMixed modelspt_PT
dc.subjectInferencept_PT
dc.subjectMaximum likelihoodpt_PT
dc.subjectVariance componentspt_PT
dc.subjectNewton-Raphsonpt_PT
dc.titleEstimation in mixed models through three step minimizationpt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.awardTitleStrategic Project - UI 297 - 2011-2012
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/5876/PEst-OE%2FMAT%2FUI0212%2F2014/PT
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/PEst-OE%2FMAT%2FUI0297%2F2011/PT
oaire.citation.endPage1166pt_PT
oaire.citation.issue2pt_PT
oaire.citation.startPage1156pt_PT
oaire.citation.titleCommunications in Statistics - Simulation and Computationpt_PT
oaire.citation.volume46pt_PT
oaire.fundingStream5876
oaire.fundingStream6817 - DCRRNI ID
person.familyNameFerreira
person.familyNameFerreira
person.familyNameNunes
person.familyNameMexia
person.givenNameDário
person.givenNameSandra
person.givenNameCélia
person.givenNameJoão
person.identifier1454084
person.identifierR-000-3NA
person.identifierR-000-7FX
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person.identifier.orcid0000-0001-9095-0947
person.identifier.orcid0000-0002-9209-7772
person.identifier.orcid0000-0003-0167-4851
person.identifier.orcid0000-0001-8620-0721
person.identifier.ridH-1231-2016
person.identifier.scopus-author-id37088452300
person.identifier.scopus-author-id37088374700
person.identifier.scopus-author-id57194580125
person.identifier.scopus-author-id6603673040
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsopenAccesspt_PT
rcaap.typearticlept_PT
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