×

Statistical analysis for nonlinear mixed models with random design. (English) Zbl 1206.62031

Summary: We study point estimation and confidence interval construction for the parameters of interest in nonlinear mixed effects models with random times of repeated measurements for subjects. Under only moment conditions, we define the moment estimators of the fixed effects, the covariance matrix of the random effects and the variance of the errors. Consistency and asymptotic normality of the estimators are obtained. To construct confidence intervals of the variances of the errors and the random effects, we also estimate the fourth moments of the random effects and the errors. For illustrating the effects of our method, a simulation study is given.

MSC:

62F10 Point estimation
62F25 Parametric tolerance and confidence regions
62J02 General nonlinear regression
65C60 Computational problems in statistics (MSC2010)
62H12 Estimation in multivariate analysis
PDFBibTeX XMLCite