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I'm looking for the pseudocode of fitting a random intercept model but haven't found it. Can you explain what is the procedure used to fit a random intercept model?

I'd like to know how each parameter's mean and variance estimates are obtained.

I'd also like to know how, given the fitted model, predictions are done on new samples, both when they are in one of the groups where the model was fitted and outside of it.

Thanks!

David Masip
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  • Does this help https://stats.stackexchange.com/questions/48671/what-is-restricted-maximum-likelihood-and-when-should-it-be-used ? – Tim Mar 08 '22 at 09:45
  • I'm more interested in the pseudocode of REML or ML in the case of a random intercepts model – David Masip Mar 08 '22 at 13:08
  • Check https://cran.microsoft.com/snapshot/2021-10-10/web/packages/lme4/vignettes/lmer.pdf – Tim Mar 08 '22 at 13:11

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