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st: Wondering why default estimation in xtmixed was changed from REML to MLE in V12


From   "Simpson, Bill" <wsimpson@hbs.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: Wondering why default estimation in xtmixed was changed from REML to MLE in V12
Date   Wed, 7 Dec 2011 14:39:29 -0500

Does anyone know why xtmixed changed from REML to MLE for the default estimation method in version 12?  My understanding is that REML estimates of variance components are less biased than MLE.

Thanks,
Bill Simpson


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