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trunk/docs/manuals/admb-re/admbre.tex (revision 1360)
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is that the prior on the random effects acts as a penalty function.
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We can now return to the role of the initial values specified for the random
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effects in the \texttt{.pin} file. Each time step~1 above is performed, these
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values are used---unless you use the command line option \texttt{-noinit}, in
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which case the previous optimum is used as the starting value.
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effects in the \texttt{.pin} file. Unless you use the command line option \texttt{-noinit}
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these values are not used (but dummy values must nevertheless be provided
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in the \texttt{.pin} file).  Each time step~1 above is performed
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the maximization of the penalized likelihood is always initiated at $x=0$.
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If the command line option \texttt{-noinit} is used the value
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from the \texttt{.pin} file is used the first time step~1 above is performed.
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The remaining times the value from the previous optimum is used as the starting value.
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\paragraph{Empirical Bayes} is commonly used to refer to Bayesian estimates of
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the random effects, with the hyper-parameters fixed at their maximum likelihood

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