Average information residual maximum likelihood in practice

Gilmour, Thompson, and Cullis (Biometrics, 1995, 51, 1440) presented the average information residual maximum likelihood (REML) algorithm for efficient variance parameter estimation in the linear mixed model. That paper dealt specifically with traditional variance component models, but the algorithm was quickly applied to more general models and implemented in several REML packages including ASReml (Gilmour et al., Biometrics, 2015, 51, 1440). This paper outlines the theory with respect to these more general models, describes the main issues encountered in fitting these models and how they have been addressed in the ASReml software. The issues covered are the basics steps in the implementation of the algorithm, keeping parameters within the parameter space, maximizing sparsity, avoiding issues associated with unstructured variance matrices by using the factor-analytic structure and handling singularities in marker-based relationship matrices and current work.