Maximum Likelihood Variance Components Estimation for Binary Data
نویسندگان
چکیده
منابع مشابه
Maximum Likelihood for Variance Estimation in High-Dimensional Linear Models
The plots in Figure 1 from the main text were generated using various estimators of σ 0 , each of which was computed for 500 independent datasets (y, X). The datasets were generated according to the linear model (1)– (2) (equation references refer to the main text), with n = 500, p = 1000, σ 0 = 1, and η 2 0 = 4. We considered settings where β had various sparsity levels, indicated by a paramet...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1994
ISSN: 0162-1459
DOI: 10.2307/2291229