Two kinds of variance/covariance estimates in linear mixed models

DOI10.1007/s00184-012-0388-6zbMath1416.62393OpenAlexW1983383123MaRDI QIDQ361874

Zai-Xing Li

Publication date: 19 August 2013

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-012-0388-6

zbMATH Keywords

covariance matrixMSEerror varianceLMMs

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Profile maximal likelihood estimation for non linear mixed models with longitudinal data

Cites Work

• High dimensional covariance matrix estimation using a factor model
• High-dimensional covariance matrix estimation in approximate factor models
• Estimation in linear mixed models for longitudinal data under linear restricted conditions
• Partial estimation of covariance matrices
• Optimal rates of convergence for covariance matrix estimation
• Nonnegative minimum biased invariant estimation in variance component models
• Estimation in mixed effects model with errors in variables
• REML estimation: Asymptotic behavior and related topics
• On Variance Components in Semiparametric Mixed Models for Longitudinal Data
• Tests for variance components in varying coefficient mixed models
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression
• Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
• Estimation of Variance and Covariance Components in Linear Models
• Linear mixed models for longitudinal data

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