Estimating moments in linear mixed models

Ping Wu, Yun Fang, Lixing ZHU*

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

3 Citations (Scopus)


In this article, we investigate estimating moments, up to fourth order, in linear mixed models. For this estimation, we only assume the existence of moments. The obtained estimators of the model parameters and the third and fourth moments of the errors and random effects are proved to be consistent or asymptotically normal. The estimation provides a base for further statistical inference such as confidence region construction and hypothesis testing for the parameters of interest. Moreover, the method is readily extended to estimate higher moments. A simulation is carried out to examine the performance of this estimating method.

Original languageEnglish
Pages (from-to)2582-2594
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Issue number16
Publication statusPublished - Jan 2008

Scopus Subject Areas

  • Statistics and Probability

User-Defined Keywords

  • Asymptotic normality
  • Linear mixed models
  • Moment estimator


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