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Estimation of variance components in linear mixed measurement error models

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  • Karim Zare
  • Abdolrahman Rasekh
  • Ali Rasekhi

Abstract

In this paper, we consider a linear mixed model with measurement errors in fixed effects. We find the corrected score function estimators for the variance components. An iterative algorithm is proposed for estimating the parameters. The computations on each iteration of this algorithm are those associated with computing estimates of fixed and random effects for given values of the variance components. We also derive the consistency of the estimators under regularity conditions. The simulation study shows that for relatively small sample size the corrected estimators perform very well. Finally, an example of real data is given for illustration. Copyright Springer-Verlag 2012

Suggested Citation

  • Karim Zare & Abdolrahman Rasekh & Ali Rasekhi, 2012. "Estimation of variance components in linear mixed measurement error models," Statistical Papers, Springer, vol. 53(4), pages 849-863, November.
    • Handle: RePEc:spr:stpapr:v:53:y:2012:i:4:p:849-863
    DOI: 10.1007/s00362-011-0387-0
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    References listed on IDEAS

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    1. Xu-Ping Zhong & Bo-Cheng Wei & Wing-Kam Fung, 2000. "Influence Analysis for Linear Measurement Error Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 367-379, June.
    2. Cui, Hengjian & Ng, Kai W. & Zhu, Lixing, 2004. "Estimation in mixed effects model with errors in variables," Journal of Multivariate Analysis, Elsevier, vol. 91(1), pages 53-73, October.
    3. Vonesh E. F. & Wang H. & Nie L. & Majumdar D., 2002. "Conditional Second-Order Generalized Estimating Equations for Generalized Linear and Nonlinear Mixed-Effects Models," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 271-283, March.
    4. Harrison, David Jr. & Rubinfeld, Daniel L., 1978. "Hedonic housing prices and the demand for clean air," Journal of Environmental Economics and Management, Elsevier, vol. 5(1), pages 81-102, March.
    5. Xu-Ping Zhong & Wing-Kam Fung & Bo-Cheng Wei, 2002. "Estimation in Linear Models with Random Effects and Errors-in-Variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 595-606, September.
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    Cited by:

    1. Kheradmandi, Ameneh & Rasekh, Abdolrahman, 2015. "Estimation in skew-normal linear mixed measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 1-11.
    2. Liwen Xu & Hongxia Guo & Shenghua Yu, 2018. "Generalized p value tests for variance components in a class of linear mixed models," Statistical Papers, Springer, vol. 59(2), pages 581-604, June.

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