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A pseudo maximum likelihood approach to inference about hierarchically structured data: CS11-613/2000-4E-PDF

"An application of the pseudo maximum likelihood method is demonstrated on estimation for a mixed linear model fitted to the dependent observations coming from a hierarchical population. This approach provides a closed form solution for estimating the parameters of the mixed linear models which seems to be simpler than the iterative procedures such as iterative probability weighted least squares method of Pfeffermann et al. (1998) . We also discuss some issues relating to model and sample design hierarchies and their impact on estimation. A small simulation study showed that the proposed procedure is efficient even for small sample sizes at higher levels"--Summary.

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Department/Agency Statistics Canada. Methodology Branch.
Title A pseudo maximum likelihood approach to inference about hierarchically structured data
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "SSMD-2000-004E." "April 2000."
Date 2000.
Number of Pages 28 p. :
Catalogue Number
  • CS11-613/2000-4E-PDF
Departmental Catalogue Number 11-613E no. 2000-04
Subject Terms Methodology, Statistical analysis