Hox's Multilevel Analysis: Techniques and Applications states,
"Generalized Least Squares(GLS) estimates can be obtained from a Maximum Likelihood procedure by restricting the number of iterations to one."
I cant figure how it is so.
First of all, he doesn't state whether it's about ML or REML.
Second, as far as I know GLS is for error-variance-covariance structure. I know random intercept model has a equivalent model with fixed coefficients and error variance-covariance structure but I don't think it's possible for all Mixed model to have equivalent model with fixed coefficients and error variance-covariance structure. Is it right? or wrong?
So anyone can elaborate on them?