Efficient estimation of moments in linear mixed models

DOI10.3150/10-BEJ330zbMath1235.62085arXiv1203.0431MaRDI QIDQ408097

Ping Wu, Winfried Stute, Li Xing Zhu

Publication date: 29 March 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0431

zbMATH Keywords

asymptotic normality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (5)

Covariance based moment equations for improved variance component estimation ⋮ Assessing skewness, kurtosis and normality in linear mixed models ⋮ Iterative weighted estimation based on variance modelling in linear regression models ⋮ Robust estimation of mean squared prediction error in small‐area estimation ⋮ Testing for distributional features in varying coefficient panel data models

Cites Work

• Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data
• Semi-Nonparametric Maximum Likelihood Estimation
• Inference in components of variance models with low replication
• Estimation in mixed effects model with errors in variables
• A Linear Mixed-Effects Model With Heterogeneity in the Random-Effects Population
• Estimation in a simple random effects model with nonnormal distributions
• Rank-based regression for analysis of repeated measures
• Linear mixed models for longitudinal data

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