纵向数据线性混合模型中M估计的渐近正态性

Asymptotic normality of M-estimator in longitudinal mixed effect linear models

对纵向数据的线性混合模型yk=Xkβ+Ckτk+ek,用Fisher得分迭代法得到了参数的M估计(稳健估计),并在一系列的正则条件下,证明了参数M估计的渐近性质.

Abstract： In this paper, the Fisher scoring method is applied to get M-estimator（ robust estimator） in the mixed effects linear model for longitudinal data. yk=Xkβ＋Ckτk＋ek. Furthermore, its asymptotic property is proved under some assumptions.