GQL inferences in linear mixed models with dynamic mean structure
Thesis (M.Sc.)--Memorial University of Newfoundland, 2009. Mathematics and Statistics Includes bibliographical references (leaves 54) In some panel data studies for continuous data, the expectation of the response variable of an individual (or individual firm) at a given point of time may depend on...
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ftmemorialunivdc:oai:collections.mun.ca:theses4/57212 2023-05-15T17:23:33+02:00 GQL inferences in linear mixed models with dynamic mean structure Sun, Bingrui, 1985- Memorial University of Newfoundland. Dept. of Mathematics and Statistics 2009 vii, 54 leaves Image/jpeg; Application/pdf http://collections.mun.ca/cdm/ref/collection/theses4/id/57212 Eng eng Electronic Theses and Dissertations (6.48 MB) -- http://collections.mun.ca/PDFs/theses/Sun_Bingrui.pdf a3243843 http://collections.mun.ca/cdm/ref/collection/theses4/id/57212 The author retains copyright ownership and moral rights in this thesis. Neither the thesis nor substantial extracts from it may be printed or otherwise reproduced without the author's permission. Paper copy kept in the Centre for Newfoundland Studies, Memorial University Libraries Analysis of covariance Estimation theory Linear models (Statistics) Text Electronic thesis or dissertation 2009 ftmemorialunivdc 2015-08-06T19:22:02Z Thesis (M.Sc.)--Memorial University of Newfoundland, 2009. Mathematics and Statistics Includes bibliographical references (leaves 54) In some panel data studies for continuous data, the expectation of the response variable of an individual (or individual firm) at a given point of time may depend on the covariate history up to the present time. Also, the response at a given point of time may be influenced by an individual random effect. This type of data are usually analyzed by fitting a linear mixed model with dynamic mean structure. When the distribution of the random effects and error components of the model are not known, the likelihood inferences cannot be used any longer. As a possible remedy, there exists some alternative estimation methods such as bias corrected least squares dummy variable (BCLSDV) and instrumental variables based generalized method of moments (IVGMM), which however may produce inefficient estimates. In this thesis, we develop a new GMM as well as a generalized quasi-likelihood (GQL) estimating approach and demonstrate that they perform well in estimating all parameters of the model, the GQL being in general more efficient than the GMM approach. Thesis Newfoundland studies University of Newfoundland Memorial University of Newfoundland: Digital Archives Initiative (DAI) |
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Memorial University of Newfoundland: Digital Archives Initiative (DAI) |
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ftmemorialunivdc |
language |
English |
topic |
Analysis of covariance Estimation theory Linear models (Statistics) |
spellingShingle |
Analysis of covariance Estimation theory Linear models (Statistics) Sun, Bingrui, 1985- GQL inferences in linear mixed models with dynamic mean structure |
topic_facet |
Analysis of covariance Estimation theory Linear models (Statistics) |
description |
Thesis (M.Sc.)--Memorial University of Newfoundland, 2009. Mathematics and Statistics Includes bibliographical references (leaves 54) In some panel data studies for continuous data, the expectation of the response variable of an individual (or individual firm) at a given point of time may depend on the covariate history up to the present time. Also, the response at a given point of time may be influenced by an individual random effect. This type of data are usually analyzed by fitting a linear mixed model with dynamic mean structure. When the distribution of the random effects and error components of the model are not known, the likelihood inferences cannot be used any longer. As a possible remedy, there exists some alternative estimation methods such as bias corrected least squares dummy variable (BCLSDV) and instrumental variables based generalized method of moments (IVGMM), which however may produce inefficient estimates. In this thesis, we develop a new GMM as well as a generalized quasi-likelihood (GQL) estimating approach and demonstrate that they perform well in estimating all parameters of the model, the GQL being in general more efficient than the GMM approach. |
author2 |
Memorial University of Newfoundland. Dept. of Mathematics and Statistics |
format |
Thesis |
author |
Sun, Bingrui, 1985- |
author_facet |
Sun, Bingrui, 1985- |
author_sort |
Sun, Bingrui, 1985- |
title |
GQL inferences in linear mixed models with dynamic mean structure |
title_short |
GQL inferences in linear mixed models with dynamic mean structure |
title_full |
GQL inferences in linear mixed models with dynamic mean structure |
title_fullStr |
GQL inferences in linear mixed models with dynamic mean structure |
title_full_unstemmed |
GQL inferences in linear mixed models with dynamic mean structure |
title_sort |
gql inferences in linear mixed models with dynamic mean structure |
publishDate |
2009 |
url |
http://collections.mun.ca/cdm/ref/collection/theses4/id/57212 |
genre |
Newfoundland studies University of Newfoundland |
genre_facet |
Newfoundland studies University of Newfoundland |
op_source |
Paper copy kept in the Centre for Newfoundland Studies, Memorial University Libraries |
op_relation |
Electronic Theses and Dissertations (6.48 MB) -- http://collections.mun.ca/PDFs/theses/Sun_Bingrui.pdf a3243843 http://collections.mun.ca/cdm/ref/collection/theses4/id/57212 |
op_rights |
The author retains copyright ownership and moral rights in this thesis. Neither the thesis nor substantial extracts from it may be printed or otherwise reproduced without the author's permission. |
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1766113251958980608 |