Abstract
A recent article by Jiang et al. (2022) on generalized linear mixed model asymptotics derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If m denotes the number of groups and n is the average within-group sample size then the asymptotic variances have orders m-1 and (mn) -1, depending on the parameter. We extend this theory to provide explicit forms of the (mn) -1 second terms of the asymptotically harder-to-estimate parameters. Improved accuracy of statistical inference and planning are consequences of our theory.
Original language | English |
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Pages (from-to) | 1077-1084 |
Number of pages | 8 |
Journal | Biometrika |
Volume | 111 |
Issue number | 3 |
DOIs | |
Publication status | Published - Sept 2024 |
Externally published | Yes |
Keywords
- Longitudinal data analysis
- Maximum likelihood estimation
- Sample size calculation