Abstract Details
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Activity Number:
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650
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Type:
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Contributed
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Date/Time:
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Thursday, August 7, 2014 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Computing
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Abstract #313137
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View Presentation
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Title:
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Method-of-Moment Estimators for Multi-Level Multivariate Models
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Author(s):
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Michael Anderson*+ and Anuradha Roy
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Companies:
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University of Texas at San Antonio and University of Texas at San Antonio
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Keywords:
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multivariate model ;
method of moments ;
multi-level data ;
Kronecker sum
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Abstract:
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Linear models for multi-level multivariate data are commonly estimated using some method of maximum likelihood. Candidate solutions can be generated with method of moment estimators. Successive improved approximations for the maximum likelihood estimate may then be found by the Newton-Raphson method. In this way the method of moments and maximum likelihood are complementary. These estimators are presented analytically and through an example using data from an osteoporosis study.
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Authors who are presenting talks have a * after their name.
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