Increasing dimension asymptotics for two-way crossed mixed effect models

DOI10.1214/24-AOS2469MaRDI QIDQ7035857zbMATH OpenFDO

Authors Ziyang Lyu, Scott A. Sisson, Alan H. Welsh

Publication date 29 January 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-52/issue-6/Increasing-dimension-asymptotics-for-two-way-crossed-mixed-effect-models/10.1214/24-AOS2469.full

zbMATH Keywords

asymptotic independencecrossed random effectKronecker productmaximum likelihood estimatorvariance components

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cited in

(3)

• Consistent and scalable composite likelihood estimation of probit models with crossed random effects
• Increasing dimension asymptotics for two-way crossed mixed effect models
• Uniform inference in linear mixed models

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