REML or not [Study As­sess­ment]

posted by d_labes  – Berlin, Germany, 2016-05-24 14:33  – Posting: # 16360
Views: 15,406

Dear Helmut,

» My preference is REML/Satterthwaite because one could reproduce results in three different software packages.
Emphasis by me.

That's not really a reason. Five SAS implementations are as correct as one ;-).

From a description of Proc MIXED:
"For balanced data the REML method of PROC MIXED provides estimators and hypotheses test results that are identical to ANOVA (OLS method of GLM), provided that the ANOVA estimators of variance components are not negative. The estimators, as in GLM, are unbiased and have minimum variance properties. The ML estimators are biased in that case. In general case of unbalanced data neither the ML nor the REML estimators are unbiased and they do not have to be equal to those obtained from PROC GLM."

The first sentences seem to point to an advantage of REML over ML estimation, left the question of the ddfm aside.

Regards,

Detlew

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