An alternative REML estimation of covariance matrices in linear mixed models Academic Article uri icon


  • We propose a data-driven procedure for modeling covariance matrices in linear mixed-effects models with minimal distributional assumption on the random effects. It is based on elimination of the random effects using a transformation of the response variable. The approach makes it possible for the first time to disentangle the covariance matrices and model them separately. The performance of the proposed method is assessed via simulations and real data. 2012 Elsevier B.V..

published proceedings


altmetric score

  • 0.25

author list (cited authors)

  • Li, E., & Pourahmadi, M.

citation count

  • 1

complete list of authors

  • Li, Erning||Pourahmadi, Mohsen

publication date

  • January 2013