Miscellanea Computing initial estimates with mixed effects models: A general method of moments

Abstract

SUMMARY Use of the maximum likelihood method for parameter estimation in a general mixed effects model requires initial estimates for all the model parameters. When the model is complicated, it may not be easy to obtain such estimates, especially estimates of the variances and covariances. A computational strategy is given for obtaining initial estimates. It is based on a general formulation of the method of moments for mixed effects models which allows the variances and covariances to be estimated for fixed values of the regression parameters.