Orthogonality Empirical Likelihood based Inferences for Linear Mixed Effects Models
Orthogonality based Empirical Likelihood Inferences for Linear Mixed Effects Models
投稿时间:2018-09-06  修订日期:2019-07-24
英文关键词:Linear mixed effects model  orthogonality empirical likelihood  QR decomposition  random effects
柳长青 百色学院 Lcqing619@foxmail.com 
赵培信 重庆工商大学 zpx81@163.com 
杨宜平 重庆工商大学 Yeepingyang@gmail.com 
摘要点击次数: 333
      In this paper, orthogonality based empirical likelihood inferences for linear mixed effects models are investigated. Based on empirical likelihood method and QR decomposition technique, an orthogonality based empirical likelihood 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 for fixed effects 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 performance of the proposed method.
  查看/发表评论  下载PDF阅读器