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A RESTRICTED MAXIMUM LIKELIHOOD PROCEDURE FOR ESTIMATING THE VARIANCE FUNCTION OF AN IMMUNOASSAY
Author(s) -
O'Malley A. James,
Smith Murray H.,
Sadler William A.
Publication year - 2008
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2008.00506.x
Subject(s) - restricted maximum likelihood , heteroscedasticity , mathematics , statistics , estimator , variance function , likelihood function , variance (accounting) , maximum likelihood , linear model , accounting , business
Summary Restricted maximum likelihood (REML) is a procedure for estimating a variance function in a heteroscedastic linear model. Although REML has been extended to non‐linear models, the case in which the data are dominated by replicated observations with unknown values of the independent variable of interest, such as the concentration of a substance in a blood sample, has not been considered. We derive a REML procedure for an immunoassay and show that the resulting estimator is superior to those currently being used. Some interesting properties of the REML estimator are derived, and its relationship to other estimators is discussed.