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

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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 X∈NpX\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 3q−33q-3, and the REML degree is at most 2q−32q-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.

References

Primary source

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

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