Estimation of variance components in linear mixed measurement error models |
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Authors: | Karim Zare Abdolrahman Rasekh Ali Akbar Rasekhi |
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Institution: | 1. Department of Statistics, Shahid Chamran University, Ahvaz, Iran
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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. |
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