Language selection

Search


A pseudo maximum likelihood approach to inference about hierarchically structured data / Milorad S. Kovacevic and Shesh N. Rai.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.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.839040&sl=0

Publication information
Department/Agency
  • Canada. Statistics Canada. Methodology Branch.
TitleA pseudo maximum likelihood approach to inference about hierarchically structured data / Milorad S. Kovacevic and Shesh N. Rai.
Series title
  • Working paper ; 2000-4
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Digitized edition from print [produced by Statistics Canada].
  • "SSMD-2000-004E."
  • "April 2000."
  • Includes bibliographic references.
  • Summary in French.
Publishing information
  • [Ottawa] : Statistics Canada, 2000.
Author / Contributor
  • Kovacevic, Milorad S.
  • Rai, Shesh Nath,1960-
Description28 p. : figures.
Catalogue number
  • CS11-613/2000-4E-PDF
Departmental catalogue number11-613E no. 2000-04
Subject terms
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.

Page details