Parameter Estimates in Random Intercept Mixed Effects Model for Repeated Measures期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

按检索

Parameter Estimates in Random Intercept Mixed Effects Model for Repeated Measures

Authors:	Yan Sun Gen Xiang Chai

Institution:	(1) School of Economics, Shanghai University of Finance and Economics, Shanghai 200433, P. R. China;(2) Department of Applied Mathematics, Tongji University, Shanghai 200092, P. R. China

Abstract:	In this article the following random intercept mixed effects model will be considered: $\begin{array}{*{20}c} {{y_{{ij}} = \upsilon _{i} + x^{r}_{{ij}} \beta + \in _{{ij}} ,}} & {{i = 1, \ldots ,m;j = 1,2, \ldots ,n_{i} }} \\ \end{array} ,$ where {ν _i} are i.i.d. random effects with mean α and finite variance $\sigma ^{2}_{\upsilon }$ ; {∈ _ij} are i.i.d. random errors with finite variance $\sigma ^{2}_{ \in }$ . Here we will estimate α, $\sigma ^{2}_{\upsilon }$ , $\sigma ^{2}_{ \in }$ , β and study their large sample properties, such as strong consistency, strong convergence rates and asymptotic normality. The research is supported by N.S.F (No. 10171079)

Keywords:	Repeated measures Random effects Convergence system Strong convergence Strong convergence rate
本文献已被维普 SpringerLink 等数据库收录！