Summary
Using the orthogonal complement likehood function, an iterative procedure for the maximum likelihood estimates of the variance and covariance components is derived. It is shown that these estimates are identical with the reproducing estimates of the locally best invariant quadratic unbiased estimation of variance and covariance components. Successive approximations of the maximum likelihood estimates are given in addition.
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References
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Koch, K.R. Maximum likelihood estimate of variance components. Bull. Geodesique 60, 329–338 (1986). https://doi.org/10.1007/BF02522340
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DOI: https://doi.org/10.1007/BF02522340