The ordinary least square method (OLS) is frequently used for the parameters estimation of different functional relationships. Having in view a series of properties revealed by the author, this paper presents the factors that determine the size of the estimated parameters and coefficients of...

In view of the cumbersome and often intractable numerical integrations required for a full likelihood analysis, several suggestions have been made recently for approximate inference in generalized linear mixed models (GLMMs). Two closely related approximate methods are the penalized...