Closed-form approximations to the REML estimator of a variance ratio (or heritability) in a mixed linear model

被引:8
|
作者
Burch, BD [1 ]
Harris, IR
机构
[1] No Arizona Univ, Dept Math & Stat, Flagstaff, AZ 86011 USA
[2] So Methodist Univ, Dept Stat Sci, Dallas, TX 75275 USA
关键词
asymptotic relative efficiency; intraclass correlation coefficient; variance components;
D O I
10.1111/j.0006-341X.2001.01148.x
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
In this article, we estimate heritability or intraclass correlation in a mixed linear model having two sources of variation. In most applications, the commonly used restricted maximum likelihood (REML) estimator can only be obtained via an iterative approach. In some cases, the algorithm used to compute REML estimates may be slow or may even fail to converge. We develop a set of closed-form approximations to the REML estimator, and the performance of these estimators is compared with that of the REML estimator. We provide guidelines regarding how to choose the estimator that best approximates the REML estimator. Examples presented in the article suggest that the closed-form estimators compete with and, in some cases, outperform the REML estimator.
引用
收藏
页码:1148 / 1156
页数:9
相关论文
共 50 条
  • [1] Exact confidence intervals for a variance ratio (or heritability) in a mixed linear model
    Department of Mathematics, Northern Arizona University, Flagstaff, AZ 86011, United States
    不详
    Biometrics, 4 (1318-1333):
  • [2] Exact confidence intervals for a variance ratio (or heritability) in a mixed linear model
    Burch, BD
    Iyer, HK
    BIOMETRICS, 1997, 53 (04) : 1318 - 1333
  • [3] A Closed-Form Consistent Estimator for Linear Models with Spatial Dependence
    Smirnov, Oleg A.
    GEOGRAPHICAL ANALYSIS, 2022, 54 (01) : 3 - 31
  • [4] A closed-form estimator for the Markov switching in mean model
    Shi, Yanlin
    FINANCE RESEARCH LETTERS, 2022, 44
  • [5] Closed-form variance estimator for weighted propensity score estimators with survival outcome
    Hajage, David
    Chauvet, Guillaume
    Belin, Lisa
    Lafourcade, Alexandre
    Tubach, Florence
    De Rycke, Yann
    BIOMETRICAL JOURNAL, 2018, 60 (06) : 1151 - 1163
  • [6] CONFIDENCE-INTERVALS FOR A VARIANCE RATIO, OR FOR HERITABILITY, IN AN UNBALANCED MIXED LINEAR-MODEL
    HARVILLE, DA
    FENECH, AP
    BIOMETRICS, 1985, 41 (01) : 137 - 152
  • [7] A closed-form estimator for the GARCH(1,1) model
    Kristensen, D
    Linton, O
    ECONOMETRIC THEORY, 2006, 22 (02) : 323 - 337
  • [8] One-step closed-form estimator for generalized linear model with categorical explanatory variables
    Brouste, Alexandre
    Dutang, Christophe
    Hovsepyan, Lilit
    Rohmer, Tom
    STATISTICS AND COMPUTING, 2023, 33 (06)
  • [9] One-step closed-form estimator for generalized linear model with categorical explanatory variables
    Alexandre Brouste
    Christophe Dutang
    Lilit Hovsepyan
    Tom Rohmer
    Statistics and Computing, 2023, 33
  • [10] Closed-Form Approximations for Gaussian Sum Smoother with Nonlinear Model
    Du, Haiming
    Chen, Jinfeng
    Wang, Huadong
    IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, 2016, E99A (03) : 691 - 701