Thomas Lumley • 1/9/2024

Asymptotics for linear mixed models

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This technical article analyzes the asymptotic properties of parameter estimates in Normal linear mixed models. It examines the loglikelihood as a quadratic form in Gaussian variables, discussing its distribution as a linear combination of non-central chi-squared variables and the conditions needed for asymptotic normality of the estimates, including the Lindeberg condition and implications of model misspecification.

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#statistics #Asymptotic Theory #Maximum Likelihood
Asymptotics for linear mixed models

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