Supplementary material for: Estimation and Inference for Very Large Linear Mixed Effects Models
نویسندگان
چکیده
The model from Gao and Owen (2017) applied those U-statistics to Yij instead of ηij . In our notation, their Yij = μ+ ηij . Because the intercept μ cancels, these U-statistics defined via ηij are equivalent to those defined via Yij . Theorem 9.1. Let Yij follow the random effects model (1) with the observation pattern Zij as described in Section 2. Then the U -statistics defined at (100) have variances Var(Ua) = σ 4 B(κB + 2) ∑
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