An Efficient Algorithm for REML in Heteroscedastic Regression
نویسندگان
چکیده
منابع مشابه
An Efficient Algorithm for REML in Heteroscedastic Regression∗
This paper considers REML (residual or restricted maximum likelihood) estimation for heteroscedastic linear models. An explicit algorithm is given for REML-scoring which yields the REML estimates together with their standard errors and likelihood values. The algorithm includes a Levenberg-Marquardt restricted step modification which ensures that the REML-likelihood increases at each iteration. ...
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ژورنال
عنوان ژورنال: Journal of Computational & Graphical Statistics
سال: 2002
ISSN: 1537-2715,1061-8600
DOI: 10.1198/106186002321018812