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Estimating moments in ANOVA-type mixed models

Author

Listed:
  • Zaixing Li

    (China University of Mining and Technology (Beijing)
    State Key Laboratory of Coal Resource and Safe Mining (CUMT))

  • Fei Chen

    (Yunnan University of Finance and Economics)

  • Lixing Zhu

    (Shanghai University of International Business and Economics
    Hong Kong Baptist University)

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.

Suggested Citation

  • Zaixing Li & Fei Chen & Lixing Zhu, 2017. "Estimating moments in ANOVA-type mixed models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 697-715, November.
    • Handle: RePEc:spr:metrik:v:80:y:2017:i:6:d:10.1007_s00184-017-0623-2
    DOI: 10.1007/s00184-017-0623-2
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    References listed on IDEAS

    as
    1. Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
    2. Zaixing Li & Fei Chen & Lixing Zhu, 2014. "Variance Components Testing in ANOVA-Type Mixed Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(2), pages 482-496, June.
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