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Fisher Scoring Algorithm for Variance Component Analysis With Hierarchically Nested Random Effects

Author(s):
Longford, Nicholas T.
Publication Year:
1987
Report Number:
RR-87-32, PSRTR-87-80
Source:
ETS Research Report
Document Type:
Report
Page Count:
24
Subject/Key Words:
Algorithms, Analysis of Variance (ANOVA), Equations (Mathematics), Fisher Scoring Algorithm, Mathematical Formulas, Statistical Analysis

Abstract

Several issues arising in applications of variance component analysis for data with multilevel structure, with specific reference to the Fisher scoring algorithm of Longford (1987) are discussed. An adaptation of the algorithm for the exponential family, with particular relevance to discrete data, is presented

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