A SIMPLE ARGUMENT SHOWING HOW TO DERIVE RESTRICTED MAXIMUM-LIKELIHOOD

Authors
Citation
Jl. Foulley, A SIMPLE ARGUMENT SHOWING HOW TO DERIVE RESTRICTED MAXIMUM-LIKELIHOOD, Journal of dairy science, 76(8), 1993, pp. 2320-2324
Citations number
24
Categorie Soggetti
Agriculture Dairy & AnumalScience","Food Science & Tenology
Journal title
ISSN journal
00220302
Volume
76
Issue
8
Year of publication
1993
Pages
2320 - 2324
Database
ISI
SICI code
0022-0302(1993)76:8<2320:ASASHT>2.0.ZU;2-C
Abstract
This paper presents a pedagogical argument to explain to quantitative geneticists how REML can be derived from maximum likelihood for estima tion of variance components. The argument is first developed for N ind ependent normal observations with mean mu and variance sigma2 and is a fterward extended to a general linear mixed model structure, y approxi mately N(Xbeta,V). The argument is taken from expectation-maximization theory and consists of replacement of a quadratic in mu or beta by it s conditional expectation given the observed data and the variance com ponents.