Estimating the parameters of mixed linear models with modal estimators

Abstract

This paper presents a procedure to estimate the variance components and fixed effects of mixed linear models. The mode of the joint posterior distribution of all the parameters is obtained by an iterative technique.

The proposed method is illustrated with one-way and two-fold nested random models. Two numerical examples demonstrate the iterative solution.

Keywords:

• variance components
• nested random models
• Bayesian estimator