AISM 54, 595-606
© 2002 ISM
(Received July 18, 2000; revised March 29, 2001)
Abstract. The independent variables of linear mixed models are subject to measurement errors in practice. In this paper, we present a unified method for the estimation in linear mixed models with errors-in-variables, based upon the corrected score function of Nakamura (1990, Biometrika, 77, 127-137). Asymptotic normality properties of the estimators are obtained. The estimators are shown to be consistent and convergent at the order of $n^{-1/2}$. The performance of the proposed method is studied via simulation and the analysis of a data set on hedonic housing prices.
Key words and phrases: Corrected score function, errors-in-variable, fixed effects, random effects, measurement errors.