科研成果详情

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/eISSN0361-0926
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
DOI10.1080/03610926.2015.1089290
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
被引频次:1[WOS]   [WOS记录]     [WOS相关记录]
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
所有评论 (0)
暂无评论
 

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。