Parameter estimation and inference in the linear mixed model

被引：66

作者：

Gumedze, F. N. ^{[1
]}

Dunne, T. T. ^{[1
]}

机构：

[1] Univ Cape Town, Dept Stat Sci, ZA-7701 Private Bag Rondebosch, South Africa

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2011年 / 435卷 / 08期

关键词：

Average information algorithm; Information matrix; Linear mixed model; Likelihood ratio test; REML; Score test; Wald test; RESTRICTED MAXIMUM-LIKELIHOOD; SMALL SAMPLE INFERENCE; VARIANCE-COMPONENTS; LONGITUDINAL DATA; EM-ALGORITHM; ASYMPTOTIC PROPERTIES; COVARIANCE STRUCTURE; AVERAGE INFORMATION; REML ESTIMATION; NEWTON-RAPHSON;

D O I：

10.1016/j.laa.2011.04.015

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper reviews the linear mixed model with a focus on parameter estimation and inference. Parameter estimation for the different components of the model are reviewed, with an emphasis on variance parameter estimation. Inferential procedures for the fixed effects, random effects or a combination of both fixed and random effects are also discussed. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：1920 / 1944

页数：25

共 50 条

[1] Symposium: Inference and Estimation in Mixed Linear Models
Coelho, Carlos A.
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, 2010, 1281 : 1228 - 1228
[2] Simultaneous inference for linear mixed model parameters with an application to small area estimation
Reluga, Katarzyna
Lombardia, Maria-Jose
Sperlich, Stefan
INTERNATIONAL STATISTICAL REVIEW, 2023, 91 (02) : 193 - 217
[3] Parameter Estimation for the Linear Model with Linear Restrictions
Wu, Ping
Liu, Qingguo
Zhu, Siru
ASIA-PACIFIC YOUTH CONFERENCE ON COMMUNICATION TECHNOLOGY 2010 (APYCCT 2010), 2010, : 22 - 24
[4] High-dimensional Mixed Graphical Model with Ordinal Data: Parameter Estimation and Statistical Inference
Feng, Huijie
Ning, Yang
22ND INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 89, 2019, 89 : 654 - 663
[5] ESTIMATION AND INFERENCE FOR VERY LARGE LINEAR MIXED EFFECTS MODELS
Gao, Katelyn
Owen, Art B.
STATISTICA SINICA, 2020, 30 (04) : 1741 - 1771
[6] Inference without compatibility: Using exponential weighting for inference on a parameter of a linear model
Law, Michael
Ritov, Ya'acov
BERNOULLI, 2021, 27 (03) : 1467 - 1495
[7] Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
Ozbay, Nimet
Kaciranlar, Selahattin
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018, 88 (09) : 1669 - 1683
[8] Statistical inference of a stochastically restricted linear mixed model
Guler, Nesrin
Buyukkaya, Melek Eris
AIMS MATHEMATICS, 2023, 8 (10): : 24401 - 24417
[9] Variational inference as an alternative to MCMC for parameter estimation and model selection
Gunapati, Geetakrishnasai
Jain, Anirudh
Srijith, P. K.
Desai, Shantanu
PUBLICATIONS OF THE ASTRONOMICAL SOCIETY OF AUSTRALIA, 2022, 39
[10] ESTIMATION AND INFERENCE IN THE LINEAR-QUADRATIC INVENTORY MODEL
WEST, KD
WILCOX, DW
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1994, 18 (3-4): : 897 - 908

← 1 2 3 4 5 →