Bounded ML and REML degrees for one-way variance component models with general mean structure
Bounded ML and REML degrees for one-way variance component models with general mean structure
Consider the one-way layout
where , , the random effects satisfy , the errors satisfy , and all these variables are mutually independent. Let , let be a full-rank design matrix whose column span contains , and suppose that for a fixed mean parameter vector . There are random group effects. Bounded-degree conjecture. The ML degree for this model with mean space is at most , and the REML degree is at most . 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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