Precise Asymptotics for Linear Mixed Models with Crossed Random Effects
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866911432484847616 |
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| author | Jiang, Jiming Wand, Matt P. Ghosh, Swarnadip |
| author_facet | Jiang, Jiming Wand, Matt P. Ghosh, Swarnadip |
| contents | We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the result, we overcome theoretical difficulties that arise from random effects being crossed as opposed to the simpler nested random effects case. Our new theory is for a class of Gaussian response linear mixed models which includes crossed random slopes that partner arbitrary multivariate predictor effects and does not require the cell counts to be balanced. Statistical utilities include confidence interval construction, Wald hypothesis test and sample size calculations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_05066 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Precise Asymptotics for Linear Mixed Models with Crossed Random Effects Jiang, Jiming Wand, Matt P. Ghosh, Swarnadip Statistics Theory We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the result, we overcome theoretical difficulties that arise from random effects being crossed as opposed to the simpler nested random effects case. Our new theory is for a class of Gaussian response linear mixed models which includes crossed random slopes that partner arbitrary multivariate predictor effects and does not require the cell counts to be balanced. Statistical utilities include confidence interval construction, Wald hypothesis test and sample size calculations. |
| title | Precise Asymptotics for Linear Mixed Models with Crossed Random Effects |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2409.05066 |