ESTIMATION AND INFERENCE FOR VERY LARGE LINEAR MIXED EFFECTS MODELS
نویسندگان
چکیده
منابع مشابه
Estimation and Inference for Very Large Linear Mixed Effects Models
Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as N3/2 when there are N observations. Such problems arise in any setting where the underlying factors satisfy a many to many relationship (instead of a nested one) and in electronic commerce applic...
متن کاملSupplementary material for: Estimation and Inference for Very Large Linear Mixed Effects Models
The model from Gao and Owen (2017) applied those U-statistics to Yij instead of ηij . In our notation, their Yij = μ+ ηij . Because the intercept μ cancels, these U-statistics defined via ηij are equivalent to those defined via Yij . Theorem 9.1. Let Yij follow the random effects model (1) with the observation pattern Zij as described in Section 2. Then the U -statistics defined at (100) have v...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2020
ISSN: 1017-0405
DOI: 10.5705/ss.202018.0029