Two kinds of variance/covariance estimates in linear mixed models

DOI10.1007/S00184-012-0388-6MaRDI QIDQ361874zbMATH OpenOpenAlexFDO

Authors Zaixing Li

Publication date 19 August 2013

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-012-0388-6

zbMATH Keywords

covariance matrixerror varianceLMMsMSE

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
• Estimation in linear mixed models for longitudinal data under linear restricted conditions
• Estimation in mixed effects model with errors in variables
• Estimation of Variance and Covariance Components in Linear Models
• High dimensional covariance matrix estimation using a factor model
• High-dimensional covariance matrix estimation in approximate factor models
• Linear mixed models for longitudinal data
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
• Nonnegative minimum biased invariant estimation in variance component models
• On Variance Components in Semiparametric Mixed Models for Longitudinal Data
• Optimal rates of convergence for covariance matrix estimation
• Partial estimation of covariance matrices
• REML estimation: Asymptotic behavior and related topics
• Tests for variance components in varying coefficient mixed models

Cited in

(4)

• On exact inference in linear models with two variance-covariance components
• Empirical standard errors for longitudinal data mixed linear models
• Profile maximal likelihood estimation for non linear mixed models with longitudinal data
• scientific article; zbMATH DE number 5670933 (Why is no real title available?)

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