EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis

This paper presents procedures for implementing the EM algorithm to compute REML estimates of variance covariance components in Gaussian mixed models for longitudinal data analysis. The class of models considered includes random coefficient factors, stationary time processes and measurement errors....

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Detalles Bibliográficos
Autores principales: Foulley, Jean-Louis, Jaffrézic, Florence, Robert-Granié, Christèle
Formato: Texto
Lenguaje:English
Publicado: BioMed Central 2000
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2706866/
https://www.ncbi.nlm.nih.gov/pubmed/14736398
http://dx.doi.org/10.1186/1297-9686-32-2-129

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2706866/
https://www.ncbi.nlm.nih.gov/pubmed/14736398
http://dx.doi.org/10.1186/1297-9686-32-2-129

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