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Thread: likelihood function for random effects mode‏l

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    likelihood function for random effects mode‏l




    Can someone give hints on how to formulate a likelihood function for random effects model?
    y_ij=mu_i+b_j+e_ij, where i=1, 2 are the mean before and after.j=1, 2, ...n, b_j is random intercept with N(0, 1) distribution. eij~N(0,1).

    Should each subject be considered iid?

    Thanks.

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    Re: likelihood function for random effects mode‏l

    Quote Originally Posted by hehe1223 View Post
    Should each subject be considered iid?
    Nope. Anything not sharing a common random intercept definitely has a different distribution.

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    Re: likelihood function for random effects mode‏l


    Quote Originally Posted by Dason View Post
    Nope. Anything not sharing a common random intercept definitely has a different distribution.
    OK. But are they independent?
    And any idea about the approach to the likelihood function? Thanx.

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