Estimating moments in ANOVA-type mixed models

Zaixing Li, Fei Chen, Lixing ZHU*

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review


In the paper, a simple projection-based method is systematically developed to estimate the qth (q≥ 2) order moments of random effects and errors in the ANOVA type mixed model (ANOVAMM), where the response may not be divided into independent sub-vectors. All the estimates are weakly consistent and the second-order moment estimates are strongly consistent. Besides, the derived estimates are different from those in mixed models with cluster design. Simulation studies are conducted to examine the finite sample performance of the estimates and two real data examples are analyzed for illustration.

Original languageEnglish
Pages (from-to)697-715
Number of pages19
Issue number6-8
Publication statusPublished - 1 Nov 2017

Scopus Subject Areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

User-Defined Keywords

  • Non-normal distributions
  • qth order moments
  • Random effects


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