EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis

<p>Abstract</p> <p>This paper presents procedures for implementing the EM algorithm to compute REML estimates of variance covariance components in Gaussian mixed models for longitudinal data analysis. The class of models considered includes random coefficient factors, stationary ti...

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Main Authors: Robert-Granié Christèle, Jaffrézic Florence, Foulley Jean-Louis
Format: Article
Language:deu
Published: BMC 2000-03-01
Series:Genetics Selection Evolution
Subjects:
Online Access:http://www.gsejournal.org/content/32/2/129
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author Robert-Granié Christèle
Jaffrézic Florence
Foulley Jean-Louis
author_facet Robert-Granié Christèle
Jaffrézic Florence
Foulley Jean-Louis
author_sort Robert-Granié Christèle
collection DOAJ
description <p>Abstract</p> <p>This paper presents procedures for implementing the EM algorithm to compute REML estimates of variance covariance components in Gaussian mixed models for longitudinal data analysis. The class of models considered includes random coefficient factors, stationary time processes and measurement errors. The EM algorithm allows separation of the computations pertaining to parameters involved in the random coefficient factors from those pertaining to the time processes and errors. The procedures are illustrated with Pothoff and Roy's data example on growth measurements taken on 11 girls and 16 boys at four ages. Several variants and extensions are discussed.</p>
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spelling doaj.art-48ea748480f841f3b630f6fa65ebcca32022-12-21T20:55:31ZdeuBMCGenetics Selection Evolution0999-193X1297-96862000-03-0132212914110.1186/1297-9686-32-2-129EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysisRobert-Granié ChristèleJaffrézic FlorenceFoulley Jean-Louis<p>Abstract</p> <p>This paper presents procedures for implementing the EM algorithm to compute REML estimates of variance covariance components in Gaussian mixed models for longitudinal data analysis. The class of models considered includes random coefficient factors, stationary time processes and measurement errors. The EM algorithm allows separation of the computations pertaining to parameters involved in the random coefficient factors from those pertaining to the time processes and errors. The procedures are illustrated with Pothoff and Roy's data example on growth measurements taken on 11 girls and 16 boys at four ages. Several variants and extensions are discussed.</p>http://www.gsejournal.org/content/32/2/129EM algorithmREMLmixed modelsrandom regressionlongitudinal data
spellingShingle Robert-Granié Christèle
Jaffrézic Florence
Foulley Jean-Louis
EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis
Genetics Selection Evolution
EM algorithm
REML
mixed models
random regression
longitudinal data
title EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis
title_full EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis
title_fullStr EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis
title_full_unstemmed EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis
title_short EM-REML estimation of covariance parameters in Gaussian mixed models for longitudinal data analysis
title_sort em reml estimation of covariance parameters in gaussian mixed models for longitudinal data analysis
topic EM algorithm
REML
mixed models
random regression
longitudinal data
url http://www.gsejournal.org/content/32/2/129
work_keys_str_mv AT robertgraniechristele emremlestimationofcovarianceparametersingaussianmixedmodelsforlongitudinaldataanalysis
AT jaffrezicflorence emremlestimationofcovarianceparametersingaussianmixedmodelsforlongitudinaldataanalysis
AT foulleyjeanlouis emremlestimationofcovarianceparametersingaussianmixedmodelsforlongitudinaldataanalysis