Orthogonality based Empirical Likelihood Inferences for Linear Mixed Effects Models
Received:September 06, 2018  Revised:July 24, 2019
Key Word: Linear mixed effects model   orthogonality empirical likelihood   QR decomposition   random effects  
Fund ProjectL:The National Social Science Foundation of China
Author NameAffiliationE-mail
Changqing LIU Baise University Lcqing619@foxmail.com 
Peixin Zhao Chongqing Technology and Business University zpx81@163.com 
Yiping Yang Chongqing Technology and Business University Yeepingyang@gmail.com 
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      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.
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