Likelihood for random-effect models (with discussion).
For inferences from random-effect models Lee and Nelder (1996) proposed to use hierarchical likelihood (h-likelihood). It allows influence from models that may include both fixed and random parameters. Because of the presence of unobserved random variables h-likelihood is not a likelihood in the Fisherian sense. The Fisher likelihood framework has advantages such as generality of application, statistical and computational efficiency. We introduce an extended likelihood framework and discuss why...