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Publication date: 05/05/2023

Statistical Details for Variance Estimation Methods

This section contains statistical details for the variance estimation methods used in the Principal Components platform.

REML

REML (restricted maximum likelihood) estimates are less biased than the ML (maximum likelihood) estimation method when the data contains missing values. The REML method maximizes marginal likelihoods based on error contrasts. The REML method is often used for estimating variances and covariances. The REML method in the Principal Components platform is the same as the REML estimation of mixed models for repeated measures data with an unstructured covariance matrix. See the documentation for SAS PROC MIXED about REML estimation of mixed models.

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