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Efficient estimation of moments in linear mixed models
In the linear random effects model, when distributional assumptions such as
normality of the error variables cannot be justified, moments may serve as
alternatives to describe relevant distributions in neighborhoods of their
means. Generally, estimators may be obtained as solutions of estimating
equations. It turns out that there may be several equations, each of them
leading to consistent estimators, in which case finding the efficient estimator
becomes a crucial problem. In this paper, we systematically study estimation of
moments of the errors and random effects in linear mixed models.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ330 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
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