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  • 标题:On calculating estimates of stratified error-components models
  • 本地全文:下载
  • 作者:Robert Phillips
  • 期刊名称:Economics Bulletin
  • 电子版ISSN:1545-2921
  • 出版年度:2008
  • 卷号:3
  • 出版社:Economics Bulletin
  • 摘要:This note provides an AECM (alternating expectation conditional maximization) algorithm for calculating maximum-likelihood estimates of stratified error-components models. An advantage it has over other algorithms is that it can be easily modified to incorporate useful restrictions on the variance components. The new algorithm is applied in an example that illustrates the variance restrictions.
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