半参数混合效应模型中的估计及其强相合性

李玉梅;钱伟民

系统科学与数学 ›› 2008, Vol. 28 ›› Issue (1) : 107-120.

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系统科学与数学 ›› 2008, Vol. 28 ›› Issue (1) : 107-120. DOI: 10.12341/jssms10049
论文

半参数混合效应模型中的估计及其强相合性

    李玉梅,钱伟民
作者信息 +

The Strong Consistency Properties of Estimators for the Semiparametric Mixed Effects Models

    LI Yumei, QIAN Weimin

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摘要

将Tao等(1999)提出的线性混合效应模型推广为半参数混合效应模型,给出了模型参数、 回归函数和随机效应密度的估计,并研究了估计的强相合性及部分强相合速度. 统计模拟表明我们给出的估计方法是可行的.

Abstract

The linear mixed effects model proposed by Tao et al. in 1999 is generalized to the semiparametric mixed effects model. The estimation of model parameters, regression function and the density function of the random effects is established.
The strong consistency properties of the estimators are studied. The simulation results show that the estimation method is feasible.

关键词

半参数混合效应模型 / 估计 / 强相合.

Key words

Semiparametric mixed effects model / estimator / strong consistency properties.

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李玉梅 , 钱伟民. 半参数混合效应模型中的估计及其强相合性. 系统科学与数学, 2008, 28(1): 107-120. https://doi.org/10.12341/jssms10049
LI Yumei , QIAN Weimin. The Strong Consistency Properties of Estimators for the Semiparametric Mixed Effects Models. Journal of Systems Science and Mathematical Sciences, 2008, 28(1): 107-120 https://doi.org/10.12341/jssms10049
中图分类号： 62G05    62F05   
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