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Increasing Dimension Asymptotics for Two-Way Crossed Mixed Effect Model

Presented During: Macro for Nonnormal Data, Meta Analysis and Combining SAS and R for Clinical Trials, Mixed Effect Models and Clinical Trial Experience of Screening Patients with Dementia

Scott Sisson Co-Author
University of New South Wales, Sydney

Alan Welsh Co-Author
Australian National University

Ziyang Lyu First Author
University of New South Wales

Ziyang Lyu Presenting Author
University of New South Wales

Monday, Aug 5: 2:00 PM - 3:50 PM
2501
Contributed Papers

Oregon Convention Center

This presentation talks about asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators within a two-way crossed mixed effect model as the sizes of the rows, columns, and cells tend to infinity. Under very mild conditions which do not require the assumption of normality, the estimators are proven to be asymptotically normal, possessing a structured covariance matrix. The growth rate for the number of rows, columns, and cells is unrestricted, whether considered pairwise or collectively.

Keywords

Crossed random effect

Maximum likelihood estimator

Kronecker product

Variance components

Asymptotic independence

Main Sponsor

Statistical Society of Australia