JOURNAL ARTICLE

Identifiability of the random effects’ covariance matrix of the linear mixed model

Matteo AmestoyMark A. van de WielWessel N. van Wieringen

Year: 2023 Journal:   Communication in Statistics- Theory and Methods Vol: 53 (21)Pages: 7711-7722   Publisher: Taylor & Francis

Abstract

Novel necessary and sufficient conditions for the identifiability of the linear mixed model are derived. These conditions either relax or generalize previously reported conditions. The novel conditions are translated to criteria that can be checked for most commonly employed parametrizations of the random effect’s covariance matrix of linear mixed model.

Keywords:
Identifiability Covariance Generalized linear mixed model Estimation of covariance matrices Covariance matrix Mixed model Mathematics Random effects model Covariance mapping Applied mathematics Best linear unbiased prediction Matrix (chemical analysis) Law of total covariance Econometrics Statistics Statistical physics Covariance intersection Computer science Chemistry Physics Artificial intelligence Medicine

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Soil Geostatistics and Mapping
Physical Sciences →  Environmental Science →  Environmental Engineering

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