随机设计非线性混合模型的统计分析

本文研究了个体观察次数为随机的非线性 混合效应模型中参数的点估计以及区间估计. 在仅给出适当的矩条件下, 给出了固定效应、随机效应的方差阵以及误差方差的矩估计, 并证明了估计量的相合性及渐近正态性. 为给出误差方差以及随机效应方差分量的置信区间, 本文也给出了误差及随机效应的四阶矩估计. 随机模拟说明了方法的有效性.

Statistical Analysis for Nonlinear Mixed Models with Random Design

In this paper, we study point estimation and confidence interval construction for the parameters of interest in nonlinear mixed effects models with random times of repeated measurements for subjects. Under only moment conditions, we define the moment estimators of the fixed effects, the covariance matrix ofthe random effects and the variance of the errors. The consistency and asymptotic normality of the estimators are obtained. To construct confidence intervals of the variances of the error and the random effects, we also estimate the fourth moments of the random effects and the errors. For illustrating the effect of our method, a simulation study is given.