On maximum hierarchical likelihood estimators

被引：3
|
作者：
Jiang, JM [1 ]
机构：
[1] Case Western Reserve Univ, Dept Stat, Cleveland, OH 44106 USA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1999年 / 28卷 / 08期
关键词：
generalized linear mixed models; maximum hierarchical likelihood; consistency;
D O I：
10.1080/03610929908832386
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：
We show that in (large sample) cases where there is not sufficient information about the random effects, the maximum hierarchical likelihood estimators in a generalized linear mixed model (GLMM) may be inconsistent, even if the variance components are-known, This suggests that the behavior of such estimators in a GLMM may be quite different from that of the best linear unbiased estimators in linear mixed models.
引用
收藏
页码：1769 / 1775
页数：7
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