Cover -- Title Page -- Copyright Page -- Dedication -- Table of Contents -- List of Figures -- List of Tables -- Preface -- About the Author -- 1: Introduction -- 1.1 Example: Generalized estimating equations -- 1.2 Example: REML estimation -- 1.3 Example: Salamander mating data -- 1.4 A roadmap -- 2: Asymptotic Analysis of Linear Mixed Models -- 2.1 Maximum likelihood -- 2.2 Restricted maximum likelihood -- 2.2.1 Asymptotic behavior of REML: Earlier studies -- 2.2.2 Asymptotic behavior of REML: Asymptotic superiority -- 2.2.3 Asymptotic behavior of REML: Wald consistency -- 2.3 Asymptotic covariance matrix in non-Gaussian LMM -- 2.3.1 Empirical method of moments -- 2.3.2 Partially observed information -- 2.4 Mixed model prediction -- 2.4.1 Best linear unbiased prediction -- 2.4.2 Observed best prediction -- 2.4.3 Classified mixed model prediction -- 2.5 Linear mixed model diagnostics -- 2.6 Misspecified mixed model analysis -- 2.6.1 A misspecified LMM and MMMA -- 2.6.2 Preliminaries -- 2.6.3 Consistency and asymptotic distribution -- 2.6.4 Further empirical results -- 2.7 Additional bibliographical notes and open problems -- 2.7.1 Bibliographical notes -- 2.7.2 Open problems -- 3: Asymptotic Analysis of Generalized Linear Mixed Models -- 3.1 Asymptotic deficiency of PQL -- 3.2 Generalized estimating equations -- 3.2.1 Estimating equations and GEE -- 3.2.2 Iterative estimating equations -- 3.2.3 Method of simulated moments -- 3.2.4 Robust estimation in GLMM -- 3.3 Maximum likelihood estimation -- 3.3.1 Historical notes -- 3.3.2 The subset argument -- 3.3.3 Two types of consistency -- extensions -- 3.3.4 Example -- 3.4 Conditional inference -- 3.4.1 Maximum posterior -- 3.4.2 Conditional inference -- 3.4.3 Quadratic inference function -- 3.5 Maximization by parts -- 3.6 GLMM diagnostics -- 3.6.1 Tailoring