IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v30y2003i8p845-856.html
   My bibliography  Save this article

Extended-REML estimators

Author

Listed:
  • Youngjo Lee
  • John Nelder

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.

Suggested Citation

  • Youngjo Lee & John Nelder, 2003. "Extended-REML estimators," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(8), pages 845-856.
    • Handle: RePEc:taf:japsta:v:30:y:2003:i:8:p:845-856
    DOI: 10.1080/0266476032000075930
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/0266476032000075930
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/0266476032000075930?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Alicja Wolny-Dominiak, 2016. "The hierarchical generalized linear model and the bootstrap estimator of the error of prediction of loss reserves in a non-life insurance company," Papers 1612.04126, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:30:y:2003:i:8:p:845-856. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.