Linear mixed models with heterogeneous within-cluster variances.
- 1 September 1997
- journal article
- Published by JSTOR
- Vol. 53 (3) , 910
- https://doi.org/10.2307/2533552
Abstract
This paper describes an extension of linear mixed models to allow for heterogeneous within-cluster variances in the analysis of clustered data. Unbiased estimating equations based on quasilikelihood/pseudolikelihood and method of moments are introduced and are shown to give consistent estimators of the regression coefficients, variance components, and heterogeneity parameter under regularity conditions. Cluster-specific random effects and variances are predicted by the posterior modes. The method is illustrated through an analysis of menstrual diary data and its properties are evaluated in a simulation study.Keywords
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