Question: Maximum likelihood estimation of the random effects model. (a) Using the concentrated likelihood function in (2.34), solve (partial L_{C} / partial phi^{2}=0) and verify (2.35).
Maximum likelihood estimation of the random effects model.
(a) Using the concentrated likelihood function in (2.34), solve \(\partial L_{C} / \partial \phi^{2}=0\) and verify (2.35).
(b) Solve \(\partial L_{C} / \partial \beta=0\) and verify (2.36).
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Lc (B, $) = = constant NT 2 N log{d'[Q+ (P- INT)]d}+log (2.34)
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