An Orthogonality-Based Estimation of Moments for Linear Mixed Models

DOI10.1111/j.1467-9469.2009.00673.xzbMath1223.62123OpenAlexW1574722125MaRDI QIDQ3077795

Li Xing Zhu, Ping Wu

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

zbMATH Keywords

asymptotic normalityorthogonal decompositionlinear regression model with random effects

Mathematics Subject Classification ID

Related Items (18)

Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method ⋮ New variable selection for linear mixed-effects models ⋮ Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors ⋮ Assessing skewness, kurtosis and normality in linear mixed models ⋮ Robust estimation of mean squared prediction error in small‐area estimation ⋮ Estimation of and testing for random effects in dynamic panel data models ⋮ Testing for individual and time effects in unbalanced panel data models with time-invariant regressors ⋮ New adaptive strategies for nonparametric estimation in linear mixed models ⋮ Optimal unbiased estimation of some population central moments ⋮ A moment-based test for individual effects in the error component model with incomplete panels ⋮ Adaptive estimation of marginal random-effects densities in linear mixed-effects models ⋮ Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models ⋮ Moment-based tests for individual and time effects in panel data models ⋮ Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models ⋮ Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression ⋮ Robust Estimation of Moments in Dynamic Panel Models with Potential Intercorrelation ⋮ Nonparametric estimation of random-effects densities in linear mixed-effects model ⋮ QR decomposition based orthogonality estimation for partially linear models with longitudinal data

Cites Work

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• Restricted unbiased iterative generalized least-squares estimation
• The Problem of Negative Estimates of Variance Components
• Variance component testing in generalised linear models with random effects
• Estimation in a simple random effects model with nonnormal distributions
• Bayesian inference for variance components using only error contrasts
• ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
• Maximum-likelihood estimation for the mixed analysis of variance model
• Estimation of variance and covariance components—MINQUE theory
• Recovery of inter-block information when block sizes are unequal
• Estimation of Variance and Covariance Components in Linear Models

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