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Note on maximum likelihood estimation of a linear regression model with random effects
https://senshu-u.repo.nii.ac.jp/records/7606
https://senshu-u.repo.nii.ac.jp/records/7606478529e8-3476-4047-8321-21a5004755ac
| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||||
|---|---|---|---|---|---|---|---|---|
| 公開日 | 2014-09-24 | |||||||
| タイトル | ||||||||
| タイトル | Note on maximum likelihood estimation of a linear regression model with random effects | |||||||
| 言語 | ||||||||
| 言語 | eng | |||||||
| キーワード | ||||||||
| 主題 | linear regression, random effect, maximum likelihood estimator, covariance structure. | |||||||
| 資源タイプ | ||||||||
| 資源タイプ | departmental bulletin paper | |||||||
| アクセス権 | ||||||||
| アクセス権 | metadata only access | |||||||
| 作成者 |
Usami, Yoshihiro
× Usami, Yoshihiro
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| 内容記述 | ||||||||
| 内容記述 | In this note we consider maximum likelihood estimation of parameters in a linear regression model with random effects. The model is a generalization of ones in Reinsel (1984, 1985). The likelihood function is derived. Further we show some assumptions on covariance structure of the model in order to express maximum likelihood estimators of the parameters explicitly. | |||||||
| 公開者 | ||||||||
| 出版者 | The Institute of Information Science Senshu University | |||||||
| ISSN | ||||||||
| 収録物識別子 | 1349-1938 | |||||||
| 書誌情報 |
en : Information Science and Applied Mathematics 巻 17, p. 1-12, 発行日 2009 |
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| 出版タイプ | ||||||||
| 出版タイプ | NA | |||||||
