Estimating moments in ANOVA-type mixed models

Zaixing Li, Fei Chen and Lixing Zhu ()
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Zaixing Li: China University of Mining and Technology (Beijing)
Fei Chen: Yunnan University of Finance and Economics
Lixing Zhu: Shanghai University of International Business and Economics

Metrika: International Journal for Theoretical and Applied Statistics, 2017, vol. 80, issue 6, No 6, 697-715

Abstract: Abstract In the paper, a simple projection-based method is systematically developed to estimate the qth ( $$q\ge 2$$ q ≥ 2 ) order moments of random effects and errors in the ANOVA type mixed model (ANOVAMM), where the response may not be divided into independent sub-vectors. All the estimates are weakly consistent and the second-order moment estimates are strongly consistent. Besides, the derived estimates are different from those in mixed models with cluster design. Simulation studies are conducted to examine the finite sample performance of the estimates and two real data examples are analyzed for illustration.

Keywords: Non-normal distributions; Random effects; qth order moments (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s00184-017-0623-2

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