Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models

• 成果类型: Article
• 署名作者: Law, Michael; Ritov, Ya'acov
• 署名单位: University of Michigan System; University of Michigan
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.1080/01621459.2021.2004896
• 发表日期: 2023
• 页码: 1682-1691
• 关键词: Empirical Bayes; selection

摘要

We consider three problems in high-dimensional linear mixed models. Without any assumptions on the design for the fixed effects, we construct asymptotic statistics for testing whether a collection of random effects is zero, derive an asymptotic confidence interval for a single random effect at the parametric rate root n, and propose an empirical Bayes estimator for a part of the mean vector in ANOVA type models that performs asymptotically as well as the oracle Bayes estimator. We support our theoretical results with numerical simulations and provide comparisons with oracle estimators. The procedures developed are applied to the Trends in International Mathematics and Sciences Study (TIMSS) data. Supplementary materials for this article are available online.