Estimation in linear mixed models for longitudinal data under linear restricted conditions

被引：13
|
作者：
Li, Zaixing [1 ]
机构：
[1] China Univ Min & Technol, Beijing, Peoples R China
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 02期
关键词：
Asymptotic normality; Longitudinal data; Restricted conditions; Strong consistency;
D O I：
10.1016/j.jspi.2010.08.007
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：869 / 876
页数：8
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