Bounded ML and REML degrees for one-way variance component models with general mean structure

Consider the one-way layout

Yij=ij+i+ij,Y_{ij}=_{ij}+_i+_{ij},

where i=1,,,qi=1,,,q, j=1,,,nij=1,,,n_i, the random effects satisfy i(0,)_i\boldsymbol{\sim}(0,), the errors satisfy ij(0,)_{ij}\boldsymbol{\sim}(0,), and all these variables are mutually independent. Let N=n1+++nqN=n_1+++n_q, let XNpX\in^{Np} be a full-rank design matrix whose column span contains (1,,,1)T(1,,,1)^T, and suppose that ec(ij)=Xec(_{ij})=X for a fixed mean parameter vector p^p. There are qq random group effects. Bounded-degree conjecture. The ML degree for this model with mean space (X)(X) is at most 3q33q-3, and the REML degree is at most 2q32q-3. The conjecture is motivated by numerical experiments with smaller models and randomly chosen design matrices; it asserts that general mean structures do not exceed the largest respective degrees for the common-mean model, whose largest degrees occur in the entirely unbalanced case with pairwise distinct group sizes.

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Primary source

Elizabeth Gross, Mathias Drton and Sonja Petrović, “Maximum likelihood degree of variance component models”, arXiv:1111.3308 (2011).

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