A Kiefer-Wolfowitz procedure for ML estimation of a Gaussian model with independent variance components with weighted longitudinal data.
WGVmix(
y,
id,
w,
v,
pv = 300,
eps = 1e-06,
rtol = 1e-06,
verb = 0,
control = NULL
)An object of class density consisting of the following
components:
the variance bin boundaries
the function values of the mixing density for the variances.
the value of the log likelihood at the solution
the mosek convergence status.
A vector of observations
A strata indicator vector of the same length
A vector of weights
A vector of bin boundaries for the variance effects
The number of variance effect bins, if u is missing
A tolerance for determining the support of the bins
A tolerance for determining duality gap convergence tolerance in Mosek
A flag indicating how verbose the Mosek output should be
Mosek control list see KWDual documentation
R. Koenker
See Gu and Koenker (2012?)
Gu Y. and R. Koenker (2017) Empirical Bayesball Remixed: Empirical Bayes Methods for Longitudinal Data, J. of Applied Econometrics, 32, 575-599.
Koenker, R. and J. Gu, (2017) REBayes: An R Package for Empirical Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26.