Some properties for the estimators in linear mixed models |
| |
Authors: | Zai-xing Li Yan Cui Wang-li Xu |
| |
Affiliation: | 167. College of Science, China University of Mining and Technology (Beijing), Beijing, 100083, China 267. School of Statistics, Renmin University of China, Beijing, 100872, China
|
| |
Abstract: | Linear mixed models (LMMs) have become an important statistical method for analyzing cluster or longitudinal data. In most cases, it is assumed that the distributions of the random effects and the errors are normal. This paper removes this restrictions and replace them by the moment conditions. We show that the least square estimators of fixed effects are consistent and asymptotically normal in general LMMs. A closed-form estimator of the covariance matrix for the random effect is constructed and its consistent is shown. Based on this, the consistent estimate for the error variance is also obtained. A simulation study and a real data analysis show that the procedure is effective. |
| |
Keywords: | Moment conditions LMMs Consistency Asymptotical normality |
本文献已被 CNKI 维普 SpringerLink 等数据库收录! |
|