Yuedong Wang

Moment-Based Selection of Multiresponse Linear Mixed-Effects Models

Yifan Chen, Yuedong Wang, Guo Yu

We propose MOMENT (\textbf{MO}ment-Based \textbf{M}ixed-\textbf{E}ffects Selectio\textbf{N} and Es\textbf{T}imation), a stage-wise moment-based framework that exploits second-order cross-moment identities to select and estimate the random-effects covariance matrix and fixed-effec…Read more