Identifiability of the random effects’ covariance matrix of the linear mixed model

Matteo Amestoy, Mark A. van de Wiel and Wessel N. van Wieringen

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 21, 7711-7722

Abstract: Novel necessary and sufficient conditions for the identifiability of the linear mixed model are derived. These conditions either relax or generalize previously reported conditions. The novel conditions are translated to criteria that can be checked for most commonly employed parametrizations of the random effect’s covariance matrix of linear mixed model.

Date: 2024
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DOI: 10.1080/03610926.2023.2272003

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