An orthogonality-based estimation of moments for linear mixed models
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Publication:3077795
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Cites work
- A quasi-likelihood approach to the REML estimating equations
- ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
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- Bayesian inference for variance components using only error contrasts
- Empirical method of moments and its applications
- Estimating Moments in Linear Mixed Models
- Estimation in a simple random effects model with nonnormal distributions
- Estimation in mixed effects model with errors in variables
- Estimation of Variance and Covariance Components in Linear Models
- Estimation of variance and covariance components—MINQUE theory
- Maximum-likelihood estimation for the mixed analysis of variance model
- Multilevel mixed linear model analysis using iterative generalized least squares
- On a formula for the distribution of the maximum likelihood estimator
- Quasi-likelihood and its application. A general approach to optimal parameter estimation
- REML estimation: Asymptotic behavior and related topics
- Recovery of inter-block information when block sizes are unequal
- 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
- Wald consistency and the method of sieves in REML estimation
Cited in
(29)- Nonparametric estimation of random-effects densities in linear mixed-effects model
- New variable selection for linear mixed-effects models
- Efficient estimation of moments in linear mixed models
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- New adaptive strategies for nonparametric estimation in linear mixed models
- 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
- 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 mean squared prediction error in small‐area estimation
- Robust estimation of moments in dynamic panel models with potential intercorrelation
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Double penalized variable selection for high-dimensional partial linear mixed effects models
- Orthogonality based empirical likelihood inferences for linear mixed effects models
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Orthogonal mixed models and prime basis factorials
- 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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