Title of article :
Estimation in mixed effects model with errors in variables
Author/Authors :
Cui، نويسنده , , Hengjian and Ng، نويسنده , , Kai W and Zhu، نويسنده , , Lixing، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2004
Pages :
21
From page :
53
To page :
73
Abstract :
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.
Keywords :
Moment estimators , Asymptotic normality , Strong consistency , Errors in variables , mixed-effects model , Measurement errors
Journal title :
Journal of Multivariate Analysis
Serial Year :
2004
Journal title :
Journal of Multivariate Analysis
Record number :
1558021
Link To Document :
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