A conditional likelihood approach to REML in Generalized Linear Models

@inproceedings{SmythDepartment1995ACL,
  title={A conditional likelihood approach to REML in Generalized Linear Models},
  author={ModelsGordon K. SmythDepartment},
  year={1995}
}
  • ModelsGordon K. SmythDepartment
  • Published 1995
Residual maximum likelihood estimation (REML) is often preferred to maximum likelihood estimation as a method of estimating covariance parameters in linear models because it takes account of the loss of degrees of freedom in estimating the mean and produces unbiased estimating equations for the variance parameters. In this note it is shown that REML has an exact conditional likelihood interpretation, where the conditioning is on an appropriate suucient statistic to remove dependence on the… CONTINUE READING

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