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BLUP Estimation of Linear Mixed-effects Models with Measurement Errors and Its Applications to the Estimation of Small Areas
其他题名BLUP Estimation of Linear Mixed-effects Models with Measurement Errors and Its Applications to the Estimation of Small Areas
Zhu Rong; Zou Guo Hua
2014
发表期刊ACTA MATHEMATICA SINICA-ENGLISH SERIES
ISSN1439-8516
卷号30期号:12页码:2027-2044
摘要The linear mixed-effects model (LMM) is a very useful tool for analyzing cluster data. In practice, however, the exact values of the variables are often difficult to observe. In this paper, we consider the LMM with measurement errors in the covariates. The empirical BLUP estimator of the linear combination of the fixed and random effects and its approximate conditional MSE are derived. The application to the estimation of small area is provided. Simulation study shows good performance of the proposed estimators.
其他摘要The linear mixed-effects model (LMM) is a very useful tool for analyzing cluster data. In practice, however, the exact values of the variables are often difficult to observe. In this paper, we consider the LMM with measurement errors in the covariates. The empirical BLUP estimator of the linear combination of the fixed and random effects and its approximate conditional MSE are derived. The application to the estimation of small area is provided. Simulation study shows good performance of the proposed estimators.
关键词PREDICTION BLUP linear mixed-effects models measurement errors small area estimation
收录类别CSCD
语种英语
资助项目[National Natural Science Foundation of China] ; [National Bureau of Statistics of China]
CSCD记录号CSCD:5302554
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/55530
专题中国科学院数学与系统科学研究院
作者单位中国科学院数学与系统科学研究院
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GB/T 7714
Zhu Rong,Zou Guo Hua. BLUP Estimation of Linear Mixed-effects Models with Measurement Errors and Its Applications to the Estimation of Small Areas[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES,2014,30(12):2027-2044.
APA Zhu Rong,&Zou Guo Hua.(2014).BLUP Estimation of Linear Mixed-effects Models with Measurement Errors and Its Applications to the Estimation of Small Areas.ACTA MATHEMATICA SINICA-ENGLISH SERIES,30(12),2027-2044.
MLA Zhu Rong,et al."BLUP Estimation of Linear Mixed-effects Models with Measurement Errors and Its Applications to the Estimation of Small Areas".ACTA MATHEMATICA SINICA-ENGLISH SERIES 30.12(2014):2027-2044.
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