An orthogonality-based estimation of moments for linear mixed models
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Publication:3077795
DOI10.1111/J.1467-9469.2009.00673.XzbMATH Open1223.62123OpenAlexW1574722125MaRDI QIDQ3077795FDOQ3077795
Authors: Ping Wu, Li-Xing Zhu 
Publication date: 22 February 2011
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00673.x
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Cites Work
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- A quasi-likelihood approach to the REML estimating equations
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Cited In (29)
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- New variable selection for linear mixed-effects models
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Efficient estimation of moments in linear mixed models
- New adaptive strategies for nonparametric estimation in linear mixed models
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Moment-based tests for individual and time effects in panel data models
- Sufficent conditions for orthogonal designs in mixed linear models
- Orthogonal regression method for observations from a mixture
- Testing for individual and time effects in unbalanced panel data models with time-invariant regressors
- Robust estimation of mean squared prediction error in small‐area estimation
- Assessing skewness, kurtosis and normality in linear mixed models
- An orthogonality-based estimation with two steps for varying coefficient mixed-effects models
- Robust estimation of moments in dynamic panel models with potential intercorrelation
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Double penalized variable selection for high-dimensional partial linear mixed effects models
- Orthogonality based empirical likelihood inferences for linear mixed effects models
- Orthogonal mixed models and prime basis factorials
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Optimal unbiased estimation of some population central moments
- Estimation of and testing for random effects in dynamic panel data models
- Estimating moments in ANOVA-type mixed models
- A moment-based test for individual effects in the error component model with incomplete panels
- Estimating Moments in Linear Mixed Models
- A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension
- Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
- Standard errors for the class of orthomax-rotated factor loadings: some matrix results
- Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression
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