the px-em algorithm for fast stable fitting of hendersons mixed modelpx-em算法快速稳定亨德森的混合模型的拟合.pdfVIP

Genet. Sel. Evol. 32 (2000) 143–163 143 c INRA, EDP Sciences Original article The PX-EM algorithm for fast stable fitting of Henderson’s mixed model Jean-Louis FOULLEYa∗ , David A. VAN DYKb a Station de g´en´etique quantitative et appliqu´ee Institut national de la recherche agronomique 78352 Jouy-en-Josas Cedex, France b Department of Statistics, Harvard University Cambridge, MA 02138, USA (Received 7 September 1999; accepted 3 January 2000) Abstract – This paper presents procedures for implementing the PX-EM algorithm of Liu, Rubin and Wu to compute REML estimates of variance covariance components in Henderson’s linear mixed models. The class of models considered encompasses several correlated random factors having the same vector length e.g., as in random regression models for longitudinal data analysis and in sire-maternal grandsire models for genetic evaluation. Numerical examples are presented to illustrate the procedures. Much better results in terms of convergence characteristics (number of iterations and time required for convergence) are obtained for PX-EM relative to the basic EM algorithm in the random regression. EM algorithm / REML / mixed models / random regression / variance compo- nents R´esum´e – L’algorithme PX-EM dans le contexte de la m´ethodologie du mod`ele mixte d’Henderson. Cet article pr´esente des proc´ed´es permettant de mettre en œuvre l’algorithme PX-EM de Liu, Rubin et Wu `a des mod`eles lin´eaires mixtes d’Henderson. La classe de mod`eles consid´er´ee concerne pl