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Efficient computational procedures for the estimation of parameters in multilevel models based on iterative generalised least squares. (English) Zbl 0825.65129


MSC:

65C99 Probabilistic methods, stochastic differential equations
62F10 Point estimation
62J05 Linear regression; mixed models

Software:

AS 7; ML3
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Full Text: DOI

References:

[1] Goldstein, H.: Multilevel mixed linear model analysis using iterative generalised least squares. Biometrika 73, 43-56 (1986) · Zbl 0587.62143
[2] Goldstein, H.: Multilevel models in educational and social research. (1987)
[3] Goldstein, H.: Restricted unbiased iterative generalised least squares estimation. Biometrika 76, 622-623 (1989) · Zbl 0677.62064
[4] Healy, M. J. R.: Inverse of a positive semi-definite symmetric matrix. J. roy. Statist. soc. C. 17, 198-199 (1968)
[5] Healy, M. J. R.: Nanostat user manual. (1989)
[6] Henderson, H. V.; Searle, S. R.: On deriving the inverse of a sum of matrices. SIAM review 23, 53-60 (1981) · Zbl 0451.15005
[7] Longford, N. T.: A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with with nested effects. Biometrika 74, 812-827 (1987) · Zbl 0628.62075
[8] Prosser, R.; Rasbash, J.; Goldstein, H.: ML3: software for three level analysis. (1990)
[9] Raudenbush, S. W.; Bryk, A. S.: A hierarchical model for studying school effects. Sociol. of educ. 59, 1-17 (1986)
[10] Searle, S. R.: Matrix algebra useful for statistics. (1982) · Zbl 0555.62002
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