Estimation in mixed effects model with errors in variables

被引：38

作者：

Cui, HJ

Ng, KW

Zhu, LX

机构：

[1] Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China

[2] Beijing Normal Univ, Dept Math, Beijing, Peoples R China

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2004年 / 91卷 / 01期

基金：

中国国家自然科学基金;

关键词：

moment estimators; asymptotic normality; strong consistency; mixed-effects model; errors in variables; measurement errors;

D O I：

10.1016/j.jmva.2004.04.014

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 this paper, we consider a linear mixed-effects model with measurement errors in both fixed and random effects and find the moment of estimators for the parameters of interest. The strong consistency and asymptotic normality of the estimators are obtained under regularity conditions. Moreover, we obtain the strong consistent estimators of the asymptotic covariance matrices involved in the limiting theory. Simulations are reported for illustration. (C) 2004 Elsevier Inc. All rights reserved.

引用

页码：53 / 73

页数：21

共 22 条

[1] ESTIMATING LINEAR STATISTICAL RELATIONSHIPS [J].