a monte-carlo algorithm for maximum likelihood estimation of variance components蒙特卡罗算法的最大似然估计方差组件.pdfVIP

Original article A Monte-Carlo algorithm for maximum likelihood estimation of variance components S Xu WR Atchley2 ! Department of Botany and Plant Sciences, University of California, Riverside, CA 92521; 2 Department of Genetics, North Carolina State University, Raleigh, NC 27695, USA (Received 30 January 1995; accepted 24 May 1996) Summary - A new algorithm for finding maximum likelihood (ML) solutions to variance components is introduced. This algorithm first treats random effects as fixed, then expresses the pseudo-fixed effects as linear transformations of a set of standard normal deviates which eventually are integrated out numerically through Monte-Carlo simulation. An iterative algorithm is employed to estimate the standard deviation (rather than the variance) of the random effects. This method is conceptually simple and easy to program because repeated updating and inverting the variance-covariance matrix of data is not required. It is potentially useful for handling large data sets and data that are not normally distributed. maximum likelihood / restricted maximum likelihood / variance component / Monte- Carlo / mixed model Résumé - Un algorithme de Monte-Carlo pour estimer des composantes de variance le maximum de vraisemblance. Un nouvel résoudre le maximum de par algorithme pour vraisemblance de composantes de variance est présenté. Cet algorithme traite d’abord les effets aléatoires comme des effets fixes, puis exprime ces pseudo-effets fixes sous la forme de transformations linéaires d’un ensemble de variables normales centrées réduites. Celles-ci sont ensuite éliminées par intég