Consistent estimators in generalized linear mixed models

被引：95

作者：

Jiang, J ^{[1
]}

机构：

[1] Case Western Reserve Univ, Dept Stat, Cleveland, OH 44106 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1998年 / 93卷 / 442期

关键词：

consistency; generalized linear mixed models; method of simulated moments;

D O I：

10.2307/2670122

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A simple method based on simulated moments is proposed for estimating the fixed-effects and variance components in a generalized linear mixed model (GLMM). It is shown that the method is not only computationally attractive but also leads to consistent estimators. On the other hand, simulation shows that the method can be quite inefficient.

引用

页码：720 / 729

页数：10

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