Maximum Likelihood Method

The maximum likelihood method finds a set of values, called the maximum likelihood estimates, at which the log-likelihood function attains its local maximum. The estimators are the fixed-effects parameters, the variance components, and the residual variance. The maximum likelihood estimates are obtained by an iterative procedure that uses both the Newton-Raphson method and the Fisher scoring method. Although the fixed-effects parameters are part of the estimators, their values are not displayed. As a by-product of the iterative procedure, the asymptotic variance-covariance matrix of the variance component estimates are also obtained.

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