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

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