Efficient estimation of moments in linear mixed models
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Abstract: In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means. Generally, estimators may be obtained as solutions of estimating equations. It turns out that there may be several equations, each of them leading to consistent estimators, in which case finding the efficient estimator becomes a crucial problem. In this paper, we systematically study estimation of moments of the errors and random effects in linear mixed models.
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Cites work
- A Linear Mixed-Effects Model With Heterogeneity in the Random-Effects Population
- Estimation in a simple random effects model with nonnormal distributions
- Estimation in mixed effects model with errors in variables
- Inference in components of variance models with low replication
- Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data
- Linear mixed models for longitudinal data
- Rank-based regression for analysis of repeated measures
- Semi-Nonparametric Maximum Likelihood Estimation
Cited in
(10)- Covariance based moment equations for improved variance component estimation
- Testing for distributional features in varying coefficient panel data models
- Assessing skewness, kurtosis and normality in linear mixed models
- Robust estimation of mean squared prediction error in small‐area estimation
- An orthogonality-based estimation of moments for linear mixed models
- An efficient computing strategy for prediction in mixed linear models
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- Estimating moments in ANOVA-type mixed models
- Estimating Moments in Linear Mixed Models
- Iterative weighted estimation based on variance modelling in linear regression models
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