Estimation in mixed effects model with errors in variables
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.
Year of publication: |
2004
|
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Authors: | Cui, Hengjian ; Ng, Kai W. ; Zhu, Lixing |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 91.2004, 1, p. 53-73
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Publisher: |
Elsevier |
Keywords: | Moment estimators Asymptotic normality Strong consistency Mixed-effects model Errors in variables Measurement errors |
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