Consistent Estimators in Generalized Linear Mixed Models
Jiming Jiang
Abstract
Jiming Jiang
Abstract
A simple method based on simulated moments is proposed for estimating the fixed-effects and variance components in a generalized linear mixed model (GLMM). It is shown that the method is not only computationally attractive but also leads to consistent estimators. On the other hand, simulation shows that the method can be quite inefficient.
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A simple method based on simulated moments is proposed for estimating the fixed-effects and variance components in a generalized linear mixed model (GLMM). It is shown that the method is not only computationally attractive but also leads to consistent estimators. On the other hand, simulation shows that the method can be quite inefficient.
Key concepts: Estimator, Generalized linear mixed model, Applied mathematics, Mathematics, Mixed model, Generalized linear model, Simple (philosophy), Variance components