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Re: AI-GEOSTATS: Akaike's information criterion (AIC)

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  • Brian R Gray
    REML = variously, restricted or residual ML. the kicker is that, under REML, a function of the outcomes are estimated, such that the function contains none of
    Message 1 of 7 , Dec 18, 2002
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      REML = variously, restricted or residual ML. the kicker is that, under
      REML, a function of the outcomes are estimated, such that the function
      contains none of the fixed effects present/suspected in the original
      outcomes. brian

      ****************************************************************
      Brian Gray
      USGS Upper Midwest Environmental Sciences Center
      575 Lester Avenue, Onalaska, WI 54650
      ph 608-783-7550 ext 19, FAX 608-783-8058
      brgray@...
      *****************************************************************



      "Ruben Roa"
      <rroa@...> To: "Brian R Gray" <brgray@...>
      Sent by: cc: ai-geostats@...
      rroa@... Subject: Re: AI-GEOSTATS: Akaike's information criterion (AIC)


      12/18/2002 12:45
      PM
      Please respond to
      rroa






      >suspect Ruben would note that, under a normal assumption, OLS and ML
      coincide.

      True, though i'd say that OLS is a particular case of MLE iff the process
      being modelled is additive and the additive stochastic component is normal.

      >also, I suspect that Ruben's comments also apply to REML
      >results--altho in that case you may need to restrict inference to random
      components. brian

      There are so many acronyms that i got lost with REML. Is it Random Effects
      etc...?
      Rubén
      http://webmail.udec.cl






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