Fiducial Inference in Linear Mixed-Effects Models

We develop a novel framework for fiducial inference in linear mixed-effects (LME) models, with the standard deviation of random effects reformulated as coefficients. The exact fiducial density is derived as the equilibrium measure of a reversible Markov chain over the parameter space. The density is...

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Bibliographic Details
Main Authors: Jie Yang, Xinmin Li, Hongwei Gao, Chenchen Zou
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/27/2/161
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