Reduction of Restricted Maximum Likelihood for Random Coefficient Models

Kurt S. Riedel

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arXiv · 1803.03895

Reduction of Restricted Maximum Likelihood for Random Coefficient Models

Kurt S. Riedel

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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.

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Kurt S. Riedel. 2018-03-11. Reduction of Restricted Maximum Likelihood for Random Coefficient Models. https://arxiv.org/abs/1803.03895

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