http://swrc.ontoware.org/ontology#UnrefereedArticle
Note on maximum likelihood estimation of a linear regression model with random effects
en
linear regression
random effect
maximum likelihood estimator
covariance structure.
Usami Yoshihiro
In this note we consider maximum likelihood estimation of parameters in a linear regression model with random effects. The model is a generalization of ones in Reinsel (1984, 1985). The likelihood function is derived. Further we show some assumptions on covariance structure of the model in order to express maximum likelihood estimators of the parameters explicitly.
The Institute of Information Science Senshu University
application/pdf
1349-1938
Information Science and Applied Mathematics
17
1-12
2009
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