CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(3) 327-336 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Point estimation
confidence interval
asymptotic normality
strong consistency
nonlinear mixed effects models.
Authors
Fang Yun
Wu Ping
Zhu Lixing
PubMed
Article by
Article by
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Statistical Analysis for Nonlinear Mixed Models with Random Design

Fang Yun,Wu Ping,Zhu Lixing

School of Finance and Statistics,East China Normal University; School of Finance and Statistics,East China Normal University,

Abstract��

In this paper, we study point estimation and confidence interval construction for the parameters of interest in nonlinear mixed effects models with random times of repeated measurements for subjects. Under only moment conditions, we define the moment estimators of the fixed effects, the covariance matrix of
the random effects and the variance of the errors. The consistency and asymptotic normality of the estimators are obtained. To construct confidence intervals of the variances of the error and the random effects, we also estimate the fourth moments of the random effects and the errors. For illustrating the effect of our method, a simulation study is given.

Keywords�� Point estimation   confidence interval   asymptotic normality   strong consistency   nonlinear mixed effects models.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Fang Yun
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1��Han Sier, Tian Zheng, Wang Hongjun.Change-Point in the Mean of Heavy-Tailed Dependent Observations[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2008,24(4): 337-344

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