Improved Algorithm for the W-Transform in Variance Component Estimation

Abstract

The W transformation greatly reduces the computational bruden in obtaining maximum likelihood estimates for the mixed A.O.V. model. However, effective optimization methods for maximizing the likelihood must comptlte the matrix W at each iteration. This paper develops an efficient Cholesky type algorithm for forming W.

KEY WORDS:

• Mixed A.O.V. Model
• Variance Components
• Maximum Likelihood
• W Transformation