Large sample inference in random coefficient regression models

DOI10.1080/03610928608829265zbMath0638.62066OpenAlexW2167728499MaRDI QIDQ3779609

Randy L. Carter, Mark C. K. Yang

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829265

zbMATH Keywords

estimated generalized least squarespositive definite estimator of the covariance matrixRandom coefficient regression modelsrepeated measure regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

Related Items (6)

A TWO-STAGE ESTIMATION PROCEDURE FOR LINEAR MIXED-EFFECTS MODELS ⋮ Algorithms for the likelihood-based estimation of the random coefficient model ⋮ Misspecification in random coefficient regression models: A Monte Carlo simulation ⋮ Prediction in Random Coefficient Regression Models ⋮ A Medical Application of the General Random Coefficient Regression Model ⋮ Generalized frailty models for analysis of recurrent events

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• Random-Effects Models for Longitudinal Data
• Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
• Mean Squared Error Properties of Empirical Bayes Estimators in a Multivariate Random Effects General Linear Model
• Estimation in Covariance Components Models
• Efficient Inference in a Random Coefficient Regression Model

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