考虑纵向数据下混合效应EV模型。对带有惩罚项的Profile广义最小二乘方法进行了修正。利用矩估计法和ML-based EM算法给出了固定效应,随机效应以及协方差阵的估计。在一般的条件下,给出了固定效应估计的强相合性和渐近正态性,并对所提出的各种估计进行了模拟研究。模拟效果不错。
A mixed-effects EV(errors-in-variables)model with longitudinal data is considered.The profile generalized least square method with a penalty is improved.By using moment estimation method and ML-based EM algorithm,the estimators of fixed effects and random effects as well as the covariance matrices are constructed.Under mild conditions,strong convergence and asymptotic normality of the parameter's estimator are investigated.The performances of the simulation are encouraging.