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July, 1980 Explicit Maximum Likelihood Estimates from Balanced Data in the Mixed Model of the Analysis of Variance
Ted H. Szatrowski, John J. Miller
Ann. Statist. 8(4): 811-819 (July, 1980). DOI: 10.1214/aos/1176345073

Abstract

A result of Szatrowski, giving necessary and sufficient conditions for the existence of explicit maximum likelihood estimates for multivariate normal means and covariances with linear structure, can be applied to the problem of obtaining explicit maximum likelihood estimates in the mixed model of the analysis of variance. This application yields a simple procedure for checking whether or not explicit maximum likelihood estimates exist for the parameters in the balanced mixed model of the analysis of variance. Examples of this procedure as well as a discussion on finding the explicit maximum likelihood estimates are given.

Citation

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Ted H. Szatrowski. John J. Miller. "Explicit Maximum Likelihood Estimates from Balanced Data in the Mixed Model of the Analysis of Variance." Ann. Statist. 8 (4) 811 - 819, July, 1980. https://doi.org/10.1214/aos/1176345073

Information

Published: July, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0465.62069
MathSciNet: MR572624
Digital Object Identifier: 10.1214/aos/1176345073

Subjects:
Primary: 62J10
Secondary: 62F10

Keywords: Analysis of variance , explicit solutions , maximum likelihood estimate , mixed model , variance component estimation

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 4 • July, 1980
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