Estimating variances and covariances for multivariate animal models by restricted maximum likelihood

Abstract

Restricted maximum likelihood estimates of variance and covariance components can be obtained by direct maximization of the associated likelihood using standard, derivative-free optimization procedures. In general, this requires a multi-dimensional search and numerous evaluations of the (log) likelihood function. Use of this approach for analyses under an animal model is described for the univariate case. This paper describes the extension to multivariate analyses, allowing for missing records. -from Author