On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model

Abstract

This article applies the ECME algorithm to derive an easily implemented iterative feasible generalized least squares procedure for calculating maximum-likelihood estimates of the parameters of the unbalanced two-way random-effects model. The algorithm increases the log-likelihood monotonically and the fitted variance components are guaranteed to be non negative. This article applies the algorithm in an example.