Computer optimization for the mixed analysis of variance model using maximum likelihood /

Bibliographic Details
Main Authors:	Hemmerle, W. J. (Author), Hartley, H. O. (Author)
Corporate Authors:	United States. Office of Naval Research (sponsoring body.), Texas A & M Research Foundation
Format:	Book
Language:	English
Published:	[College Station, Tex.] : Institute of Statistics, Texas A & M University, 1972.
Series:	Technical report (Texas A & M University. Themis Optimization Research Program) ; no. 39.
Subjects:	Analysis of variance > Computer programs. Parameter estimation > Computer programs. Iterative methods (Mathematics) > Computer programs. Transformations (Mathematics) > Computer programs. Matrices. Estimation theory. Mathematical statistics. Mathematical optimization. Maximum likelihood estimation Mixed model Unbalanced data Optimization of computer technique

Description
Abstract:	The W transformation, a matrix transformation, is developed and applied for the mixed analysis of variance model to compute maximum likelihood estimates of the variance components and fixed parameters. This transformation not only eliminates the need for the explicit computation of the n x n inverse matrix 1/H but permits handling the iterative calculations such that they do not depend upon n (the number of observations) in any way. Although not wedded to a particular numerical method, the W transformation is implemented in conjunction with a modified Newton-Raphson method in which variance components are restricted to being non-negative.
Item Description:	"July 1972." "Research conducted through the Texas A & M Research Foundation."
Physical Description:	27 pages, that is, leaves, 13 unnumbered leaves ; 28 cm
Bibliography:	Includes bibliographical references (leaf 25).