HMMEsolver

A Fast Solver for Henderson Mixed Model Equation via Row Operations

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Consider the linear mixed model with normal random effects. A typical method to solve Henderson's Mixed Model Equations (HMME) is recursive estimation of the fixed effects and random effects. We provide a fast, stable, and scalable solver to the HMME without computing matrix inverse. See Kim (2017) doi:10.48550/arXiv.1710.09663 for more details.


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