The PX-EM algorithm for fast stable fitting of Henderson's mixed model
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...
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| Published in | Genetics selection evolution (Paris) Vol. 32; no. 2; pp. 143 - 163 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
France
BioMed Central Ltd
15.03.2000
Springer Nature B.V BioMed Central BMC |
| Subjects | |
| Online Access | Get full text |
| ISSN | 1297-9686 0999-193X 1297-9686 |
| DOI | 10.1186/1297-9686-32-2-143 |
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| Summary: | 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. |
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| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 ObjectType-Article-2 ObjectType-Feature-1 content type line 23 |
| ISSN: | 1297-9686 0999-193X 1297-9686 |
| DOI: | 10.1186/1297-9686-32-2-143 |