Estimation of the covariance matrix of random effects in longitudinal studies

Annals of Statistics

Volumn 35, Issue 6, 2007, Pages 2795-2814

  Sun, Yan ^a   Zhang, Wenyang ^b   Tong, Howell ^c  

^a SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^b UNIVERSITY OF KENT   (United Kingdom)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Random effects; Restricted maximum likelihood estimation; Varying coefficient models; Within cluster correlation structure

Indexed keywords

EID: 50849130235     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053607000000523     Document Type: Article

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