Some Properties for the Estimators in Linear Mixed Models-中国期刊网

摘要 Linearmixedmodels(LMMs)havebecomeanimportantstatisticalmethodforanalyzingclusterorlongitudinaldata.Inmostcases,itisassumedthatthedistributionsoftherandomeffectsandtheerrorsarenormal.Thispaperremovesthisrestrictionsandreplacethembythemomentconditions.WeshowthattheleastsquareestimatorsoffixedeffectsareconsistentandasymptoticallynormalingeneralLMMs.Aclosed-formestimatorofthecovariancematrixfortherandomeffectisconstructedanditsconsistentisshown.Basedonthis,theconsistentestimatefortheerrorvarianceisalsoobtained.Asimulationstudyandarealdataanalysisshowthattheprocedureiseffective.

1Jun FAN. Moderate Deviations for M-estimators in Linear Models with φ-mixing Errors.基础数学,2012-06.
2周勇;尤进红;王晓婧. STRONG CONVERGENCE RATES OF SEVERAL ESTIMATORS IN SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS.基础数学,2009-05.
3Xin-he Miao;Zheng-hai Huang;Ji-ye Han. Some ω-unique and ω-P Properties for Linear Transformations on Hilbert Spaces.基础数学,2010-01.
4田萍;杨林;薛留根. ASYMPTOTIC PROPERTIES OF ESTIMATORS IN PARTIALLY LINEAR SINGLE-INDEX MODEL FOR LONGITUDINAL DATA.基础数学,2010-03.
5Valery Cherepennikov;Natalia Gorbatskaia;Polina Sorokina. Polynomial Quasisolutions Method for Some Linear Differential Difference Equations of Mixed Type.基础数学,2014-04.
6Jie Li DING;Xi Ru CHEN. Asymptotic Properties of the Maximum Likelihood Estimate in Generalized Linear Models with Stochastic Regressors.基础数学,2006-06.
7JinhongYOU;CHENMin;GemaiCHEN. ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS.系统科学,2004-04.
8LIChaokui ZHUQing SONGChengfang. Processing Approach of Non—linear Adjustment Models in the Space of Non—linear Models.测绘科学与技术,2003-02.
9HuYang;Li-xingZhu. Adaptive　Unified　Biased　Estimators　of　Parameters　in　Linear　Model.基础数学,2004-03.
10De-ren GONG Xiao-wei SHAO Wei LI Deng-ping DUAN. Optimal linear attitude estimators via geometric analysis.物理,2011-11.

Some Properties for the Estimators in Linear Mixed Models

来源期刊

相关推荐

同分类资源更多

相关关键词

Some Properties for the Estimators in Linear Mixed Models

来源期刊

相关推荐

同分类资源 更多

相关关键词

同分类资源更多