REML estimation: Asymptotic behavior and related topics

From MaRDI portal
Publication:1922406

DOI10.1214/aos/1033066209zbMath0853.62022OpenAlexW2007917650MaRDI QIDQ1922406

Jiming Jiang

Publication date: 9 January 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1033066209



Related Items

A unified jackknife theory for empirical best prediction with \(M\)-estimationSmall area estimation via unmatched sampling and linking modelsMean squared error of empirical predictor.Stabilizing the Performance of Kurtosis Estimator of Multivariate DataWONDER: Weighted one-shot distributed ridge regression in high dimensionsOn generalized degrees of freedom with application in linear mixed models selectionA derivation of BLUP -- best linear unbiased predictorTransforming response values in small area predictionWald consistency and the method of sieves in REML estimationTwo kinds of variance/covariance estimates in linear mixed modelsAssessing skewness, kurtosis and normality in linear mixed modelsOn properties of empirical best predictorsEstimating moments in ANOVA-type mixed modelsMulti-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects ModelsInference for seemingly unrelated linear mixed modelsComments on: Goodness-of-fit tests in mixed modelsGraphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial MeasuresEmpirical method of moments and its applicationsUniformly valid inference based on the Lasso in linear mixed modelsInference and Estimation for Random Effects in High-Dimensional Linear Mixed ModelsImplementing night light data as auxiliary variable of small area estimationD‐optimal designs of mean‐covariance models for longitudinal dataSimplified partially observed quasi-information matrixStatistical properties of simple random-effects models for genetic heritabilityCorrect specification of design matrices in linear mixed effects models: tests with graphical representationChecking for normality in linear mixed modelsOptimal Model Averaging of Mixed-Data Kernel-Weighted Spline RegressionsSome properties for the estimators in linear mixed modelsSmall area estimation of mean price of habitation transaction using time-series and cross-sectional area-level modelsAssessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficientSelection of Prior for the Variance Component and Approximations for Posterior Moments in the Fay-Herriot ModelParametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed modelsAdjusted QMLE for the spatial autoregressive parameterRestricted maximum likelihood estimation of a common mean and the Mandel-Paule algorithmA matrix inequality and its statistical applicationNonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisonsA semiparametric latent factor model for large scale temporal data with heteroscedasticityIterative estimating equations: Linear convergence and asymptotic propertiesMixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)Robust small area estimation under semi‐parametric mixed modelsGoodness of fit tests for linear mixed modelsBootstrap for estimating the MSE of the spatial EBLUPVariance Components Testing in <scp>ANOVA</scp>‐Type Mixed ModelsComparing pivotal and REML-based confidence intervals for heritabilitySimultaneous variable selection for heteroscedastic regression modelsGoodness-of-fit Tests for Mixed ModelsA new alternative to the standard \(F\) test for clustered dataOrder selection in nonlinear time series models with application to the study of cell memoryObserved best selective prediction in small area estimationGeneralized score test of homogeneity for mixed effects modelsConfidence intervals for variance components in unbalanced one-way random effects model using non-normal distributionsClassified Mixed Model PredictionVariable Selection in Linear Mixed Models Using an Extended Class of PenaltiesAn Orthogonality-Based Estimation of Moments for Linear Mixed ModelsClosed-Form Approximations to the REML Estimator of a Variance Ratio (or Heritability) in a Mixed Linear ModelInterval estimation of variance ratio in non-normal unbalanced one-way random modelsIncreasing cluster size asymptotics for nested error regression modelsA Bayesian-motivated test for high-dimensional linear regression models with fixed design matrixApplied regression analysis bibliography update 1994-97Improved Large-Sample Confidence Intervals for Ratios of Variance Components in Nonnormal DistributionsGoodness-of-fit tests for mixed model diagnostics.A composite likelihood approach to (co)variance components estimationPartially observed information and inference about non-Gaussian mixed linear models



Cites Work