Extended-REML estimators

Youngjo Lee and John Nelder

Journal of Applied Statistics, 2003, vol. 30, issue 8, 845-856

Abstract: Restricted likelihood was originally introduced as the criterion for the estimation of dispersion components in normal mixed linear models. Lee & Nelder (2001a) showed that it can be extended to a much wider class of models via double extended quasi-likelihood. We give a detailed description of the new method and show that it gives an efficient estimation procedure for dispersion components.

Date: 2003
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DOI: 10.1080/0266476032000075930

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