A Fast Scoring Algorithm for Maximum Likelihood Estimation in Unbalanced Mixed Models With Nested Random Effects
- Author(s):
- Longford, Nicholas T.
- Publication Year:
- 1987
- Report Number:
- RR-87-13
- Source:
- ETS Research Report
- Document Type:
- Report
- Page Count:
- 30
- Subject/Key Words:
- Data Analysis, Fisher Scoring Algorithm, Maximum Likelihood Statistics, Statistical Analysis
Abstract
A fast Fisher scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects is described. The algorithm uses explicit formulae for the inverse and the determinant of the covariance matrix, and avoids inversion of large matrices. Description of the algorithm concentrates on computational aspects for large sets of data. (SGK) (30pp.)
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- http://dx.doi.org/10.1002/j.2330-8516.1987.tb00217.x