广义线性混合模型中的一致估计量

Consistent Estimators in Generalized Linear Mixed Models

Journal of the American Statistical Association · 1998
被引 46
ABS 4

中文导读

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

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.

计量经济学统计学应用数学广义线性模型