An alternative derivation of Harville's restricted log likelihood function for variance component estimation

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Abstract

Estimation of variance components in linear mixed models is important in clinical trial and longitudinal data analysis. It is also important in animal and plant breeding for accurately partitioning total phenotypic variance into genetic and environmental variances. Restricted maximum likelihood (REML) method is often preferred over the maximum likelihood (ML) method for variance component estimation because REML takes into account the lost degree of freedom resulting from estimating the fixed effects. The original restricted likelihood function involves a linear transformation of the original response variable (a collection of error contrasts). Harville's final form of the restricted likelihood function does not involve the transformation and thus is much easier to manipulate than the original restricted likelihood function. There are several different ways to show that the two forms of the restricted likelihood are equivalent. In this study, I present a much simpler way to derive Harville's restricted likelihood function. I first treat the fixed effects as random effects and call such a mixed model a pseudo random model (PDRM). I then construct a likelihood function for the PDRM. Finally, I let the variance of the pseudo random effects be infinity and show that the limit of the likelihood function of the PDRM is the restricted likelihood function.

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