In the paper, we consider a linear mixed model (LMM) for longitudinal data under linear restriction and find the estimators for the parameters of interest. The strong consistency and asymptotic normality of the estimators are obtained under some regularity conditions. Besides, we derive the strong consistent estimator of the fourth moment for the error which is useful for statistical inference for random effects and error variance. Simulations and an example are reported for illustration. (C) 2010 Elsevier B.V. All rights reserved.
机构:
E China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China
Fudan Univ, Sch Publ Hlth, Dept Biostat, Shanghai 200032, Peoples R ChinaE China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China
Qin Guoyou
Zhu Zhongyi
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Fudan Univ, Dept Stat, Shanghai 200433, Peoples R ChinaE China Normal Univ, Dept Stat, Shanghai 200062, Peoples R China
机构:
Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R ChinaChongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China
Yang, Yiping
Li, Gaorong
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Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R ChinaChongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China
Li, Gaorong
Lian, Heng
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Nanyang Technol Univ, SPMS, Div Math Sci, Singapore 639798, SingaporeChongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China