頁籤選單縮合
題 名 | Asymptotic Properties of the Empirical BLUP and BLUE in Mixed Linear Models |
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作 者 | Jiang,Jiming; | 書刊名 | Statistica Sinica |
卷 期 | 8:3 1998.07[民87.07] |
頁 次 | 頁861-885 |
分類號 | 319.711 |
關鍵詞 | 混合線性模式; 漸近正態性; Asymptotic normality; Empirical BLUP and BLUE; Empirical distributions; Mixed models; REML; |
語 文 | 英文(English) |
英文摘要 | We show in a general mixed model the best linear unbiased estimators (BLUE) of fixed effects, with unknown variance components substituted by the REML estimates, are jointly asymptotically normal with the REML estimates. We also prove that given sufficient information the empirical distributions of the best linear unbiased predictors (BLUP) of random effects, again with REML-estimated variance components, converge to the true distributions of the corresponding random effects. As a consequence, we obtain a consistent estimate of the asymptotic variance-covariance matrix of the REML estimates. The results require neither that the data is normally distributed nor that the model is hierarchical (nested). |
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