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Research Report SRR95-004
Reml A Brief Review
T.P. Speed
Abstract:
The method of restricted (also called residual or modified) maximum likelihood
(REML) for the estimation of dispersion parameters is briefly reviewed. We
begin by summarizing the origins of the approach, and then discuss different
rationales for and derivations of the REML likelihood. The REML equations are
presented and methods for their solution described. Other topics reviewed
include
the connexion between REML and BLUP, asymptotic theory, simulation results,
and robust REML. A wide variety of applications of REML are mentioned.
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