The PX-EM algorithm for fast stable fitting of Henderson's mixed model

This paper presents procedures for implementing the PX-EM algorithm of Liu, Rubin and Wu to compute REML estimates of variance covariance components i n Henderson's linear mixed models. Tilt class of models considered encompas ses several correlated random factors having the same vector length e.g., a s in random regression models for longitudinal data analysis and in sire-ma ternal grandsire models for genetic evaluation. Numerical examples are pres ented tu illustrate the procedures. Much better results in terms of converg ence characteristics (number of iterations and time required. fur convergen ce) are obtained for PX-EM relative to the basic Eh algorithm in the random regression.