[ADMB Users] restricted maximum likelihood

dave fournier otter at otter-rsch.com
Fri Apr 16 11:34:37 PDT 2010


I used the definition in Pinheiro and Bates on page 75.

http://books.google.ca/books?id=N3WeyHFbHLQC&printsec=frontcover&dq=pinheiro+and+bates&source=bl&ots=pRaMVJuNrd&sig=s3-AX_s0PWDb1ecX2mwdBU0unMo&hl=en&ei=GBfJS9ndKoOusgPw-7H1BA&sa=X&oi=book_result&ct=result&resnum=4&ved=0CA8Q6AEwAw

Interestingly I have seen Bates opine that  reml makes no sense for
nonlinear mixed effects models. But that usually means that he just
can't get something to work with inferior techniques (That is the usual
R experts' approach to anything that can't be done in R).
Link is https://stat.ethz.ch/pipermail/r-sig-mixed-models/2009q1/002104.html
Personally I like to implement the estimation procedure and then
evaluate its performance on simulated and real data rather than entering
into theological discussions.




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