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On maximum likelihood estimation in mixed normal models with two variance components

100%

Grządziel M.

Discussiones Mathematicae Probability and Statistics

2014

tom 34

nr 1-2

187-197

In the paper we deal with the problem of parameter estimation in the linear normal mixed model with two variance components. We present solutions to the problem of finding the global maximizer of the likelihood function and to the problem of finding the global maximizer of the REML likelihood function in this model.

A note on the existence of the maximum likelihood estimate in variance components models

100%

Grządziel M., Michalski A.

Discussiones Mathematicae Probability and Statistics

2014

tom 34

nr 1-2

159-167

In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhyā 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML estimate of variance components, is presented.

On estimation of parameters in the bivariate linear errors-in-variables model

75%

Czapkiewicz A.

Applicationes Mathematicae

1998-1999

tom 25

nr 4

401-410

We discuss some methods of estimation in bivariate errors-in-variables linear models. We also suggest a method of constructing consistent estimators in the case when the error disturbances have the normal distribution with unknown parameters. It is based on the theory of estimating variance components in linear models. A simulation study is presented which compares this estimator with the maximum likelihood one.

Ograniczanie wyników

2 Discussiones Mathematicae Probability and Statistics

1 Applicationes Mathematicae

2 Grządziel M.

1 Czapkiewicz A.

1 Michalski A.

2 2014

1 1999

Wyniki wyszukiwania

On maximum likelihood estimation in mixed normal models with two variance components

A note on the existence of the maximum likelihood estimate in variance components models

On estimation of parameters in the bivariate linear errors-in-variables model