Parameter Estimation of Linear Mixed Effects Model Based on Online Update

In this paper, considering the parameter estimation problem of linear mixed-effects model under the online updating dataset, we propose the corresponding online updating estimation method, and prove the consistency of the obtained estimators. Through numerical simulation, it is found that the method performs well under different parameter settings. Comparing the method with the global estimation, it is found that although the performance of the method is not as good as the global estimation in terms of estimation error, the method can be applied to online updating data. It can greatly reduce the estimation time of the estimator, and the requirements for computer storage performance and computing performance.