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Regularized REML for Estimation in Heteroscedastic Regression Models

2011
In this paper, we propose a regularized restricted maximum likelihood(REML) method for simultaneous variable selection in heteroscedastic regression models. Under certain regularity conditions, we establish the consistency and asymptotic normality of the resulting estimator.
Dengke Xu, Zhongzhan Zhang
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Selecting the Best Linear Mixed Model Under REML

The American Statistician, 2006
Restricted maximum likelihood (REML) estimation of the parameters of the mixed model has become commonplace, even becoming the default option in many statistical software packages. However, a review of the literature indicates a need to update and clarify model selection techniques under REML, as ambiguities exist on the appropriateness of existing ...
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Reml and best linear unbiased prediction in state space models

Communications in Statistics - Theory and Methods, 1994
This article takes a hierarchical model approach to the estimation of state space models with diffuse initial conditions. An initial state is said to be diffuse when it cannot be assigned a proper prior distribution. In state space models this occurs either when fixed effects are present or when modelling nonstationarity in the state transition ...
John Tsimikas, Johnnes Ledolter
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The use of REML in variety testing

1997
Variety testing is an important process in plant breeding. Every year new varieties enter and the others leave the field experiments on many different sites. This makes the data sets unbalanced and many problems can not be solved by the standard ANOVA procedure.
Gunjača, Jerko, Pecina, Marija
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Comparing pivotal and REML-based confidence intervals for heritability

Journal of Agricultural, Biological, and Environmental Statistics, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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