The Annals of Statistics

Explicit Maximum Likelihood Estimates from Balanced Data in the Mixed Model of the Analysis of Variance

Ted H. Szatrowski and John J. Miller

Full-text: Open access

Abstract

A result of Szatrowski, giving necessary and sufficient conditions for the existence of explicit maximum likelihood estimates for multivariate normal means and covariances with linear structure, can be applied to the problem of obtaining explicit maximum likelihood estimates in the mixed model of the analysis of variance. This application yields a simple procedure for checking whether or not explicit maximum likelihood estimates exist for the parameters in the balanced mixed model of the analysis of variance. Examples of this procedure as well as a discussion on finding the explicit maximum likelihood estimates are given.

Article information

Source
Ann. Statist., Volume 8, Number 4 (1980), 811-819.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345073

Digital Object Identifier
doi:10.1214/aos/1176345073

Mathematical Reviews number (MathSciNet)
MR572624

Zentralblatt MATH identifier
0465.62069

JSTOR
links.jstor.org

Subjects
Primary: 62J10: Analysis of variance and covariance
Secondary: 62F10: Point estimation

Keywords
Analysis of variance explicit solutions maximum likelihood estimate mixed model variance component estimation

Citation

Szatrowski, Ted H.; Miller, John J. Explicit Maximum Likelihood Estimates from Balanced Data in the Mixed Model of the Analysis of Variance. Ann. Statist. 8 (1980), no. 4, 811--819. doi:10.1214/aos/1176345073. https://projecteuclid.org/euclid.aos/1176345073


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