Estimating moments in ANOVA-type mixed models |
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| Authors: | Zaixing Li Fei Chen Lixing Zhu |
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| Institution: | 1.China University of Mining and Technology (Beijing),Beijing,China;2.State Key Laboratory of Coal Resource and Safe Mining (CUMT),Beijing,China;3.Yunnan University of Finance and Economics,Kunming,China;4.Shanghai University of International Business and Economics,Shanghai,China;5.Hong Kong Baptist University,Hong Kong,China |
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| Abstract: | In the paper, a simple projection-based method is systematically developed to estimate the qth (\(q\ge 2\)) 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. |
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