Employing a Monte Carlo algorithm in expectation maximization restricted maximum likelihood estimation of the linear mixed model

A - Papers appearing in refereed journals

Matilainen, K., Mantysaari, E. A., Lidauer, M. H., Stranden, L. and Thompson, R. 2012. Employing a Monte Carlo algorithm in expectation maximization restricted maximum likelihood estimation of the linear mixed model. Journal of Animal Breeding and Genetics. 129 (6), pp. 457-468.

AuthorsMatilainen, K., Mantysaari, E. A., Lidauer, M. H., Stranden, L. and Thompson, R.
Abstract

Multiple-trait and random regression models have multiplied the number of equations needed for the estimation of variance components. To avoid inversion or decomposition of a large coefficient matrix, we propose estimation of variance components by Monte Carlo expectation maximization restricted maximum likelihood (MC EM REML) for multiple-trait linear mixed models. Implementation is based on full-model sampling for calculating the prediction error variances required for EM REML. Performance of the analytical and the MC EM REML algorithm was compared using a simulated and a field data set. For field data, results from both algorithms corresponded well even with one MC sample within an MC EM REML round. The magnitude of the standard errors of estimated prediction error variances depended on the formula used to calculate them and on the MC sample size within an MC EM REML round. Sampling variation in MC EM REML did not impair the convergence behaviour of the solutions compared with analytical EM REML analysis. A convergence criterion that takes into account the sampling variation was developed to monitor convergence for the MC EM REML algorithm. For the field data set, MC EM REML proved far superior to analytical EM REML both in computing time and in memory need.

KeywordsVariance components; Monte Carlo sample size; Convergence criterion
Year of Publication2012
JournalJournal of Animal Breeding and Genetics
Journal citation129 (6), pp. 457-468
Digital Object Identifier (DOI)doi:10.1111/j.1439-0388.2012.01000.x
Open accessPublished as non-open access
Funder project or codeCentre for Mathematical and Computational Biology (MCB)
Research in statistics relevant to biological processes
Output statusPublished
Publication dates
Online28 Apr 2012
Publication process dates
Accepted05 Mar 2012
Copyright licenseCC BY
PublisherWiley
ISSN0931-2668

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