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INCREASING DIMENSION ASYMPTOTICS FOR TWO-WAY CROSSED MIXED EFFECT MODELS

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dc.contributor.authorLyu, Ziyangen
dc.contributor.authorSisson, S. A.en
dc.contributor.authorWelsh, A. H.en
dc.date.accessioned2025-03-22T06:29:08Z
dc.date.available2025-03-22T06:29:08Z
dc.date.issued2024en
dc.description.abstractThis paper presents asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators within a two-way crossed mixed effect model, when the number of rows, columns, and the number of observations per cell tend to infinity. The relative growth rate for the number of rows, columns, and cells is unrestricted, whether considered pairwise or collectively. Under very mild conditions (which include moment conditions instead of requiring normality for either the random effects or errors), the estimators are proven to be asymptotically normal, with a structured covariance matrix. We also discuss the case where the number of observations per cell is fixed at 1.en
dc.description.sponsorshipThe authors would like to thank the anonymous referees, Associate Editor, and Editor for their constructive comments that improved the quality of this paper. SAS and AHW are respectively supported by the Australian Research Council Discovery Projects DP220103269 and DP230101908.en
dc.description.statustrueen
dc.format.extent23en
dc.identifier.otherScopus:85212761462en
dc.identifier.urihttps://dspace-test.anu.edu.au/handle/1885/733728953
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85212761462&partnerID=8YFLogxKen
dc.language.isoEnglishen
dc.rightsPublisher Copyright: © Institute of Mathematical Statistics, 2024.en
dc.sourceAnnals of Statisticsen
dc.subjectasymptotic independenceen
dc.subjectCrossed random effecten
dc.subjectKronecker producten
dc.subjectmaximum likelihood estimatoren
dc.subjectvariance componentsen
dc.titleINCREASING DIMENSION ASYMPTOTICS FOR TWO-WAY CROSSED MIXED EFFECT MODELSen
dc.typeArticleen
local.bibliographicCitation.lastpage2978en
local.bibliographicCitation.startpage2956en
local.contributor.affiliationLyu, Ziyang; University of New South Walesen
local.contributor.affiliationSisson, S. A.; University of New South Walesen
local.contributor.affiliationWelsh, A. H.; Research School of Finance, Actuarial Studies and Statistics, Research School of Finance, Actuarial Studies & Statistics, College of Business & Economics, The Australian National Universityen
local.identifier.citationvolume52en
local.identifier.doi10.1214/24-AOS2469en
local.identifier.pured26acb05-1967-4f4c-bd2f-4f402ae50f7cen
local.type.statusPublisheden

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