Rank estimating equations for random effects models

In this paper, we propose an R-estimate for random effects in two stages: given the random effects, rank estimating equations for the regression parameters are constructed, estimates for random effects and variance parameters are then updated until the iterative procedure converges.

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Year of publication:	2001
Authors:	Chen, Chu-chih
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 54.2001, 1, p. 5-12
Publisher:	Elsevier
Keywords:	Generalized estimating equations Outliers R-estimate Two-stage models

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254938