An alternative derivation of Harville's restricted log likelihood function for variance component estimation. 2019

Shizhong Xu
Department of Botany and Plant Sciences, University of California, Riverside, CA, USA.

Estimation of variance components in linear mixed models is important in clinical trial and longitudinal data analysis. It is also important in animal and plant breeding for accurately partitioning total phenotypic variance into genetic and environmental variances. Restricted maximum likelihood (REML) method is often preferred over the maximum likelihood (ML) method for variance component estimation because REML takes into account the lost degree of freedom resulting from estimating the fixed effects. The original restricted likelihood function involves a linear transformation of the original response variable (a collection of error contrasts). Harville's final form of the restricted likelihood function does not involve the transformation and thus is much easier to manipulate than the original restricted likelihood function. There are several different ways to show that the two forms of the restricted likelihood are equivalent. In this study, I present a much simpler way to derive Harville's restricted likelihood function. I first treat the fixed effects as random effects and call such a mixed model a pseudo random model (PDRM). I then construct a likelihood function for the PDRM. Finally, I let the variance of the pseudo random effects be infinity and show that the limit of the likelihood function of the PDRM is the restricted likelihood function.

UI MeSH Term Description Entries
D000704 Analysis of Variance A statistical technique that isolates and assesses the contributions of categorical independent variables to variation in the mean of a continuous dependent variable. ANOVA,Analysis, Variance,Variance Analysis,Analyses, Variance,Variance Analyses
D013223 Statistics as Topic Works about the science and art of collecting, summarizing, and analyzing data that are subject to random variation. Area Analysis,Estimation Technics,Estimation Techniques,Indirect Estimation Technics,Indirect Estimation Techniques,Multiple Classification Analysis,Service Statistics,Statistical Study,Statistics, Service,Tables and Charts as Topic,Analyses, Area,Analyses, Multiple Classification,Area Analyses,Classification Analyses, Multiple,Classification Analysis, Multiple,Estimation Technic, Indirect,Estimation Technics, Indirect,Estimation Technique,Estimation Technique, Indirect,Estimation Techniques, Indirect,Indirect Estimation Technic,Indirect Estimation Technique,Multiple Classification Analyses,Statistical Studies,Studies, Statistical,Study, Statistical,Technic, Indirect Estimation,Technics, Estimation,Technics, Indirect Estimation,Technique, Estimation,Technique, Indirect Estimation,Techniques, Estimation,Techniques, Indirect Estimation
D016013 Likelihood Functions Functions constructed from a statistical model and a set of observed data which give the probability of that data for various values of the unknown model parameters. Those parameter values that maximize the probability are the maximum likelihood estimates of the parameters. Likelihood Ratio Test,Maximum Likelihood Estimates,Estimate, Maximum Likelihood,Estimates, Maximum Likelihood,Function, Likelihood,Functions, Likelihood,Likelihood Function,Maximum Likelihood Estimate,Test, Likelihood Ratio

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