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Restricted maximum likelihood

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toolbox for the statistical analysis of univariate and multivariate surface and volumetric neuroimaging data using linear mixed effects models and random field theory, but more generally in the fitlme package for modeling linear mixed effects models in a domain-general way.
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calculated from the data, and the likelihood function is calculated from the probability distribution of these contrasts, according to the model for the complete data set. In particular, REML is used as a method for fitting linear
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in 1937. The first description of the approach applied to estimating components of variance in unbalanced data was by
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Harville, D. A. (1977). "Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems".
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estimation that does not base estimates on a maximum likelihood fit of all the information, but instead uses a
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Patterson, H. D.; Thompson, R. (1971). "Recovery of inter-block information when block sizes are unequal".
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in 1971, although they did not use the term REML. A review of the early literature was given by Harville.
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Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
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Bartlett, M. S. (1937). "Properties of Sufficiency and Statistical Tests".
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Estimating variances and covariances (broken, original link)
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REML estimation is available in a number of general-purpose
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packages), as well as in more specialist packages such as
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estimation, the original data set is replaced by a set of
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The idea underlying REML estimation was put forward by
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Index

Reml
statistics
maximum likelihood
likelihood function
nuisance parameters
variance component
contrasts
mixed models
maximum likelihood
unbiased
M. S. Bartlett
Desmond Patterson
Robin Thompson
University of Edinburgh
statistical software
Genstat
SAS
SPSS
Stata
JMP (statistical software)
R
lme4
nlme
MLwiN
HLM
ASReml
BLUPF90
wombat
Statistical Parametric Mapping
CropStat

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