Consistent Estimators in Generalized Linear Mixed Models
提出一种基于模拟矩的简单方法,用于估计广义线性混合模型中的固定效应和方差成分,该方法计算方便且估计量一致,但模拟显示效率可能较低。
Abstract 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.