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Technometrics Volume 21, 1979 - Issue 2
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A Simplified Algorithm for the W Transformation in Variance Component Estimation

J. H. Goodnight SAS Institute Inc., P.O. Box 10066, Raleigh, NC, 27605
&
W. J. Hemmerle Department of Computer Science and Experimental Statistics, University of Rhode Island, Kingston, RI, 02881
Pages 265-267 | Published online: 09 Apr 2012
 
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Abstract

The W transformation is needed at each step in the maximum likelihood or restricted maximum likelihood procedure for estimation of the parameters of the mixed A.O.V. model. This paper develops an efficient algorithm for computing the W transformation needing only about a dozen lines of Fortran or PL/I code.

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