Statistical Properties of the LME Model

  1. Eugene Demidenko

Published Online: 28 JAN 2005

DOI: 10.1002/0471728438.ch3

Mixed Models: Theory and Applications

Mixed Models: Theory and Applications

How to Cite

Demidenko, E. (2004) Statistical Properties of the LME Model, in Mixed Models: Theory and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471728438.ch3

Publication History

  1. Published Online: 28 JAN 2005
  2. Published Print: 28 JUL 2004

ISBN Information

Print ISBN: 9780471601616

Online ISBN: 9780471728436

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Keywords:

  • linear mixed effect models;
  • linear regression;
  • statistical properties;
  • variance;
  • linear regression models

Summary

This chapter includes the following topics:

  • Introduction

  • Identifiability of the LME model

  • Information Matrix for Variance Parameters

  • Profile-Likelihood Confidence Intervals

  • Statistical Testing of the Presence of Random Effects

  • Statistical Properties of MLE

  • Estimation of Random Effects

  • Hypothesis and Membership Testing

  • Ignoring Random Effects

  • MINQUE for Variance Parameters

  • Method of Moments

  • Variance Least Squares Estimator

  • Projection on D+ Space

  • Comparison of the Variance Parameter Estimation

  • Asymptotically Efficient Estimation for β

  • Summary Points