| 柳长青,赵培信,杨宜平.线性混合效应模型的正交经验似然推断[J].数学研究及应用,2020,40(2):209~220 |
| 线性混合效应模型的正交经验似然推断 |
| Orthogonality Based Empirical Likelihood Inferences for Linear Mixed Effects Models |
| 投稿时间：2018-09-06 修订日期：2019-09-04 |
| DOI：10.3770/j.issn:2095-2651.2020.02.009 |
| 中文关键词: 线性混合效应模型 正交经验似然 QR 分解 随机效应 |
| 英文关键词:Linear mixed effects model orthogonality empirical likelihood QR decomposition random effects |
| 基金项目:国家社会科学基金(Grant No.18BTJ035). |
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| 中文摘要: |
| 基于经验似然方法和QR分解技术, 对线性混合效应模型提出了一个基于正交经验似然的估计方法. 在一些正则条件下, 证明了所提出的经验对数似然比函数渐近服从卡方分布, 进而给出了模型固定效应的置信区间估计. 所提出估计过程不受模型随机效应的影响, 进而保证了所给出的估计是比较有效的. 一些数值模拟和实例分析进一步表明了所提出的估计方法是行之有效的. |
| 英文摘要: |
| Based on empirical likelihood method and QR decomposition technique, an orthogonality empirical likelihood based estimation method for the fixed effects in linear mixed effects models is proposed. Under some regularity conditions, the proposed empirical log-likelihood ratio is proved to be asymptotically chi-squared, and then the confidence intervals for the fixed effects are constructed. The proposed estimation procedure is not affected by the random effects, and then the resulting estimator is more effective. Some simulations and a real data application are conducted for further illustrating the performances of the proposed method. |
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