Estimation in mixed effects model with errors in variables

Hengjian Cui, Kai W. Ng and Lixing Zhu

Journal of Multivariate Analysis, 2004, vol. 91, issue 1, 53-73

Abstract: In this paper, we consider a linear mixed-effects model with measurement errors in both fixed and random effects and find the moment of estimators for the parameters of interest. The strong consistency and asymptotic normality of the estimators are obtained under regularity conditions. Moreover, we obtain the strong consistent estimators of the asymptotic covariance matrices involved in the limiting theory. Simulations are reported for illustration.

Keywords: Moment; estimators; Asymptotic; normality; Strong; consistency; Mixed-effects; model; Errors; in; variables; Measurement; errors (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (8)

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