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Article: Estimation in mixed effects model with errors in variables

TitleEstimation in mixed effects model with errors in variables
Authors
Cui, HNg, KWZhu, L
KeywordsAsymptotic normality
Errors in variables
Measurement errors
Mixed-effects model
Moment estimators
Strong consistency
Issue Date2004
PublisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmva
Citation
Journal Of Multivariate Analysis, 2004, v. 91 n. 1, p. 53-73 How to Cite?
DOI: http://dx.doi.org/10.1016/j.jmva.2004.04.014
AbstractIn 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. © 2004 Elsevier Inc. All rights reserved.
Persistent Identifierhttp://hdl.handle.net/10722/82722
ISSN
0047-259X
2023 Impact Factor: 1.4
2023 SCImago Journal Rankings: 0.837
ISI Accession Number ID
WOS:000223086000004
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorCui, Hen_HK
dc.contributor.authorNg, KWen_HK
dc.contributor.authorZhu, Len_HK
dc.date.accessioned2010-09-06T08:32:39Z-
dc.date.available2010-09-06T08:32:39Z-
dc.date.issued2004en_HK
dc.identifier.citationJournal Of Multivariate Analysis, 2004, v. 91 n. 1, p. 53-73en_HK
dc.identifier.issn0047-259Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/82722-
dc.description.abstractIn 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. © 2004 Elsevier Inc. All rights reserved.en_HK
dc.languageengen_HK
dc.publisherAcademic Press. The Journal's web site is located at http://www.elsevier.com/locate/jmvaen_HK
dc.relation.ispartofJournal of Multivariate Analysisen_HK
dc.subjectAsymptotic normalityen_HK
dc.subjectErrors in variablesen_HK
dc.subjectMeasurement errorsen_HK
dc.subjectMixed-effects modelen_HK
dc.subjectMoment estimatorsen_HK
dc.subjectStrong consistencyen_HK
dc.titleEstimation in mixed effects model with errors in variablesen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0047-259X&volume=91&spage=53&epage=73&date=2004&atitle=Estimation+in+mixed+effects+model+with+errors+in+variablesen_HK
dc.identifier.emailNg, KW: kaing@hkucc.hku.hken_HK
dc.identifier.authorityNg, KW=rp00765en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.jmva.2004.04.014en_HK
dc.identifier.scopuseid_2-s2.0-3442894271en_HK
dc.identifier.hkuros89702en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-3442894271&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume91en_HK
dc.identifier.issue1en_HK
dc.identifier.spage53en_HK
dc.identifier.epage73en_HK
dc.identifier.isiWOS:000223086000004-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridCui, H=7201385510en_HK
dc.identifier.scopusauthoridNg, KW=7403178774en_HK
dc.identifier.scopusauthoridZhu, L=7404201068en_HK
dc.identifier.issnl0047-259X-

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