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A Two-Step Method of Estimation for Non-Linear Mixed-Effects Models.
- Source :
-
Mathematics (2227-7390) . Dec2022, Vol. 10 Issue 23, p4547. 18p. - Publication Year :
- 2022
-
Abstract
- The main goal of this paper is to propose a two-step method for the estimation of parameters in non-linear mixed-effects models. A first-step estimate θ ˜ of the vector θ of parameters is obtained by solving estimation equations, with a working covariance matrix as the identity matrix. It is shown that θ ˜ is consistent. If, furthermore, we have an estimated covariance matrix, V ^ , by θ ˜ , a second-step estimator θ ^ can be obtained by solving the optimal estimation equations. It is shown that θ ^ maintains asymptotic optimality. We establish the consistency and asymptotic normality of the proposed estimators. Simulation results show the improvement of θ ^ over θ ˜ . Furthermore, we provide a method to estimate the variance σ 2 using the method of moments; we also assess the empirical performance. Finally, three real-data examples are considered. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 22277390
- Volume :
- 10
- Issue :
- 23
- Database :
- Academic Search Index
- Journal :
- Mathematics (2227-7390)
- Publication Type :
- Academic Journal
- Accession number :
- 160742261
- Full Text :
- https://doi.org/10.3390/math10234547