Stochastic Restricted Two-Parameter Estimator in Linear Mixed Measurement Error Models

Abstract

. In this study, the stochastic restricted and unrestricted two-parameter estimators of fixed and random e ff ects are investigated in the linear mixed measurement error models. For this purpose, the asymptotic properties and then the comparisons under the criterion of mean squared error matrix ( MSEM ) are derived. Furthermore, the proposed methods are used for estimating the biasing parameters. Finally, a real data analysis and a simulation study are provided to evaluate the performance of the proposed estimators