半参数混合效应模型中的估计及其强相合性  

THE STRONG CONSISTENCY PROPERTIES OF ESTIMATORS FOR THE SEMIPARAMETRIC MIXED EFFECTS MODELS

作　　者：李玉梅[1] 钱伟民[1] 

机构地区：[1]同济大学应用数学系,上海200092

出　　处：《系统科学与数学》2008年第1期107-120,共14页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(10171079)资助项目.

摘　　要：将Tao等(1999)提出的线性混合效应模型推广为半参数混合效应模型,给出了模型参数、回归函数和随机效应密度的估计,并研究了估计的强相合性及部分强相合速度.统计模拟表明我们给出的估计方法是可行的.The linear mixed effects model proposed by Tao et al. in 1999 is generalized to the semiparametric mixed effects model. The estimation of model parameters, regression function and the density function of the random effects is established. The strong consistency properties of the estimators are studied. The simulation results show that the estimation method is feasible.

关 键 词：半参数混合效应模型 估计 强相合 

分 类 号：O212.1[理学—概率论与数理统计]