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Estimation in mixed effects model with errors in variables
Authors:Hengjian Cui  Lixing Zhu
Institution:a Department of Mathematics, Beijing Normal University, China
b Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong
Abstract:In this paper, we consider a linear mixed-effects model with measurement errors in both fixed and random effects and find the moment of estimators for the parameters of interest. The strong consistency and asymptotic normality of the estimators are obtained under regularity conditions. Moreover, we obtain the strong consistent estimators of the asymptotic covariance matrices involved in the limiting theory. Simulations are reported for illustration.
Keywords:62F10  62F12  62H12
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