Abstract
The original derivation of the widely cited form of the REML likelihood function for mixed linear models is difficult and indirect. This paper derives it directly using familiar operations with matrices and determinants.
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LaMotte, L.R. A direct derivation of the REML likelihood function. Statistical Papers 48, 321–327 (2007). https://doi.org/10.1007/s00362-006-0335-6
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DOI: https://doi.org/10.1007/s00362-006-0335-6