Parameter estimates in random intercept mixed effects model for repeated measures

被引：0
|
作者：
Sun, Yan [1 ]
Chai, Gen Xiang [1 ]
机构：
[1] Shanghai Univ Finance & Econ, Sch Econ, Shanghai 200433, Peoples R China
来源：
ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2007年 / 23卷 / 04期
关键词：
repeated measures; random effects; convergence system; strong convergence; strong convergence rate;
D O I：
10.1007/s10114-005-0793-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article the following random intercept mixed effects model will be considered: y(ij) = v(i) + x(ij)(tau)beta + epsilon(ij), i = 1,..., m; j = 1, 2,..., n(i), where {v(i)} are i.i.d. random effects with mean alpha and finite variance sigma(2)(v); {epsilon(ij)} are i.i.d. random errors with finite variance sigma(2)(epsilon). Here we will estimate alpha, sigma(2)(v), sigma(2)(epsilon), beta and study their large sample properties, such as strong consistency, strong convergence rates and asymptotic normality.
引用
收藏
页码：685 / 696
页数：12
相关论文
共 50 条
12345