Missing the Random Effect

When the Parameter Space Is Expanding

Autori

• Ru Chen

Parametri

• 152 pagine
• 6 ore di lettura

• Matematica

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The book delves into the implications of violating key assumptions in Maximum Likelihood estimation, focusing on cases where the true model is a mixed effect model while the working model is a fixed effect model with increasing parameter dimensions. It establishes conditions for the convergence of the Maximum Likelihood Estimator (MLE) to a normal distribution and introduces a robust variance estimator to address bias in sample variance. Additionally, it critiques automatic model selection methods and presents empirical studies to support theoretical findings in generalized linear models.

Lingua: Inglese

Pubblicato: 2012

(In brossura)