| 纵向数据线性混合效应模型的统计分析 |
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| 引用本文： | 孙燕,柴根象. 纵向数据线性混合效应模型的统计分析[J]. 应用科学学报, 2006, 24(1): 70-73 |
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| 作者姓名： | 孙燕 柴根象 |
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| 作者单位： | 1. 同济大学应用数学系,上海,200092;上海财经大学经济学院数量经济研究所,上海,200433
2. 同济大学应用数学系,上海,200092 |
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| 摘 要： | 考虑纵向数据的一般线性混合效应模型.在不设定误差和随机效应分布类型已知的情况下,给出了随机效应本身,回归系数和误差方程的估计量.并在一般设计点列和一般矩条件下,建立了估计量的强相合性和渐近正态性.
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| 关 键 词： | 纵向数据 随机效应 混合效应 强相合性 渐近正态性 |
| 文章编号： | 0255-8297（2006）01-0070-04 |
| 收稿时间： | 2004-10-12 |
| 修稿时间： | 2004-10-122005-04-18 |
Statistical Analysis of Linear Mixed Model for Longitudinal Data |
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| SUN Yan,CHAI Gen-xiang. Statistical Analysis of Linear Mixed Model for Longitudinal Data[J]. Journal of Applied Sciences, 2006, 24(1): 70-73 |
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| Authors: | SUN Yan CHAI Gen-xiang |
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| Affiliation: | 1. Department of Application Mathematics, Tongji University, Shanghai 200092, China ; 2. School of Economics, Shanghai University of Finance and Economics, Shanghai 200433, China |
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| Abstract: | The linear mixed model for longitudinal data proposed by Laird and Ware is studied.Estimators of the random effects,regression coefficients and error variance are established without assuming any distributions of random effects and random errors.Strong consistency and asymptotic normality are discussed under the general conditions of design points and moments. |
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| Keywords: | longitudinal data random effects mixed effects strong consistency asymptotic normality |
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