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Estimation in mixed effects model with errors in variables. (English) Zbl 1051.62050

Summary: We consider a linear mixed-effects model with measurement errors in both fixed and random effects and find the moments of estimators for the parameters of interest. The strong consistency and asymptotic normality of the estimators are obtained under regularity conditions. Moreover, we obtain strongly consistent estimators of the asymptotic covariance matrices involved in the limiting theory. Simulations are reported for illustration.

MSC:

62H12 Estimation in multivariate analysis
62F12 Asymptotic properties of parametric estimators
62E20 Asymptotic distribution theory in statistics
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