发表状态 | 已发表Published |
题名 | Modeling of covariance structures of random effects and random errors in linear mixed models |
作者 | |
发表日期 | 2016 |
发表期刊 | Communications in Statistics - Theory and Methods
![]() |
ISSN/eISSN | 0361-0926 |
卷号 | 45期号:9页码:2748-2769 |
摘要 | In this paper, we discuss how to model the mean and covariancestructures in linear mixed models (LMMs) simultaneously. We propose a data-driven method to modelcovariance structures of the random effects and random errors in the LMMs. Parameter estimation in the mean and covariances is considered by using EM algorithm, and standard errors of the parameter estimates are calculated through Louis (1982) information principle. Kenwards (1987) cattle data sets are analyzed for illustration,and comparison to the literature work is made through simulation studies. Our numerical analysis confirms the superiority of the proposed method to existing approaches in terms of Akaike information criterion. © 2016 Taylor & Francis Group, LLC. |
关键词 | Covariance modeling Expectation-Maximization (EM) algorithm Linear mixed models Longitudinal data |
DOI | 10.1080/03610926.2015.1089290 |
URL | 查看来源 |
收录类别 | SCIE |
语种 | 英语English |
WOS研究方向 | Mathematics |
WOS类目 | Statistics & Probability |
WOS记录号 | WOS:000373984300017 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/5058 |
专题 | 个人在本单位外知识产出 |
作者单位 | 1.School of Statistics and Mathematics, Yunnan University of Finance and Economics, Kunming, Yunnan, China 2.School of Insurance and Economics, University of International Business and Economics, Beijing, China 3.School of Mathematics, University of Manchester, Oxford Road, Manchester, M13 9PL, United Kingdom |
推荐引用方式 GB/T 7714 | Fei, Yu,Pan, Yating,Chen, Yinet al. Modeling of covariance structures of random effects and random errors in linear mixed models[J]. Communications in Statistics - Theory and Methods, 2016, 45(9): 2748-2769. |
APA | Fei, Yu, Pan, Yating, Chen, Yin, & Pan, Jianxin. (2016). Modeling of covariance structures of random effects and random errors in linear mixed models. Communications in Statistics - Theory and Methods, 45(9), 2748-2769. |
MLA | Fei, Yu,et al."Modeling of covariance structures of random effects and random errors in linear mixed models". Communications in Statistics - Theory and Methods 45.9(2016): 2748-2769. |
条目包含的文件 | 条目无相关文件。 |
个性服务 |
查看访问统计 |
谷歌学术 |
谷歌学术中相似的文章 |
[Fei, Yu]的文章 |
[Pan, Yating]的文章 |
[Chen, Yin]的文章 |
百度学术 |
百度学术中相似的文章 |
[Fei, Yu]的文章 |
[Pan, Yating]的文章 |
[Chen, Yin]的文章 |
必应学术 |
必应学术中相似的文章 |
[Fei, Yu]的文章 |
[Pan, Yating]的文章 |
[Chen, Yin]的文章 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论