Frequentist model averaging for linear mixed-effects models

DOI10.1007/s11464-012-0254-xzbMath1273.62154OpenAlexW1968288293MaRDI QIDQ372223

Xinjie Chen, Xinyu Zhang, Guo Hua Zou

Publication date: 14 October 2013

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-012-0254-x

zbMATH Keywords

asymptotic normalitymodel averagingasymptotic equivalence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (1)

Model averaging estimator in ridge regression and its large sample properties

Uses Software

• R
• S-PLUS
• SAS
• MIXED

Cites Work

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