A Application Of EM Algorithm And Fisher Score Algorithm In The Mixed Effects Model

The mixed effects models are often used for estimating fixed effects and variance compo-nents family,namely:y=Xα+Zβ+e.We often use the maximum likelihood estimation of variance components as a technique,in order to take into account the loss in degrees of freedom resulting from estimating fixed effects,we will use restricted maximum likelihood estimation. There are many iterative algorithms that can be considered for computing the ML or R.EML estimates of variance components.Our concern is that the Fisher Score algorithm and EM algorithm is applied to the variance components of mixed effects model.By using the two al-gorithms on variance components of the mixed effects models, maximum likelihood estimation and restricted maximum likelihood estimation are compared and anlysised.