  Delattre et al. (2013) considered n independent stochastic differential
equations (SDEs), where in each case the drift term is associated with a random
effect, the distribution of which depends upon unknown parameters. Assuming the
independent and identical (iid) situation the authors provide independent
proofs of weak consistency and asymptotic normality of the maximum likelihood
estimators (MLEs) of the hyper-parameters of their random effects parameters.
  In this article, as an alternative route to proving consistency and
asymptotic normality in the SDE set-up involving random effects, we verify the
regularity conditions required by existing relevant theorems. In particular,
this approach allowed us to prove strong consistency under weaker assumption.
But much more importantly, we further consider the independent, but
non-identical set-up associated with the random effects based SDE framework,
and prove asymptotic results associated with the MLEs.
