SOLVED:(a) For the random effects model of Example 4.2 .7 (see also Example 3.5 .1 ), show that the restricted maximum likelihood (REML) likelihood of σA^2 and σ^2 is given by (4.2,13), which can be obtained by integrating the original likelihood against a uniform (-∞, ∞) prior for μ. (b) For ni=n in Xi j=μ Ai ui j (j=1, …, ni, i=1, …, s) calculate the expected value of the REML estimate of σA^2 and show that it is biased. Compare REML to the unbiased estimator of σA^2. Which do you prefer?
SOLVED:(a) For the random effects model of Example 4.2 .7 (see also …
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