Coordinate Descent for Variance-Component Models

Variance-component models are an indispensable tool for statisticians wanting to capture both random and fixed model effects. They have applications in a wide range of scientific disciplines. While maximum likelihood estimation (MLE) is the most popular method for estimating the variance-component m...

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Bibliographic Details
Main Authors: Anant Mathur, Sarat Moka, Zdravko Botev
Format: Article
Language:English
Published: MDPI AG 2022-09-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/15/10/354