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).

Lc (B, $) = constant - NT N log (2.34) - log{d'[Q

+ O(P INT)]d} + = log 2 2

image text in transcribed

Lc (B, $) = constant - NT N log (2.34) - log{d'[Q + O(P INT)]d} + = log 2 2

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