Explicit Maximum Likelihood Estimates from Balanced Data in the Mixed Model of the Analysis of Variance

Abstract

A result of Szatrowski, giving necessary and sufficient conditions for the existence of explicit maximum likelihood estimates for multivariate normal means and covariances with linear structure, can be applied to the problem of obtaining explicit maximum likelihood estimates in the mixed model of the analysis of variance. This application yields a simple procedure for checking whether or not explicit maximum likelihood estimates exist for the parameters in the balanced mixed model of the analysis of variance. Examples of this procedure as well as a discussion on finding the explicit maximum likelihood estimates are given.