Maximum likelihood estimation of a random-effects model

Jungsywan Hwang; Steven J. Sepanski

doi:10.1080/03610929908832288

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Maximum likelihood estimation of a random-effects model

Jungsywan Hwang Steven J. Sepanski

Year: 1999 Journal: Communication in Statistics- Theory and Methods Vol: 28 (1)Pages: 143-156 Publisher: Taylor & Francis

DOI: 10.1080/03610929908832288

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Abstract

Abstract This paper suggests a random-effects model for a repeated-measurement experiment to compare the treatment effects. This model considers a normal random coefficient with truncation to the interval 0 to 1. The maximum likelihood estimator is derived. Empirical results are presented. Keywords: dynamic error components modelrepeated measurement

Keywords:

Truncation (statistics) Random effects model Estimator Statistics Maximum likelihood Mathematics Random error Restricted maximum likelihood Interval (graph theory) Confidence interval Econometrics Maximum likelihood sequence estimation Estimation Applied mathematics Engineering Medicine Meta-analysis

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Optimal Experimental Design Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods in Clinical Trials

Physical Sciences → Mathematics → Statistics and Probability

Maximum likelihood estimation of a random-effects model

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