Object structure

Title:

On empirical best linear unbiased predictor under a Linear Mixed Model with correlated random effects

Group publication title:

Ekonometria = Econometrics

Title in english:

O empirycznym najlepszym liniowym nieobciążonym predyktorze dla pewnego modelu mieszanego

Creator:

Krzciuk, Małgorzata K.

Subject and Keywords:

Empirical Best Linear Unbiased Predictor ; small area estimation ; Monte Carlo simulation Analyses ; empiryczny najlepszy liniowy nieobciążony predyktor ; statystyka małych obszarów ; badania symulacyjne

Description:

Econometrics = Ekonometria, 2020, Vol. 24, No. 2, s. 17-29

Abstrakt:

The problem of small area prediction is considered under a Linear Mixed Model. The article presents a proposal of an empirical best linear unbiased predictor under a model with two correlated random effects. The main aim of the simulation analyses is a study of an influence of the occurrence of a correlation between random effects on properties of the predictor. In the article, an increase of the accuracy due to the correlation between random effects and an influence of model misspecification in cases of the lack of correlation between random effects are analyzed. The problem of the estimation of the Mean Squared Error of the proposed predictor is also considered. The Monte Carlo simulation analyses and the application were prepared in R language

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2020

Resource Type:

artykuł

Resource Identifier:

doi:10.15611/eada.2020.2.02

Language:

eng

Relation:

Econometrics = Ekonometria, 2020, Vol. 24, No. 2

Access Rights:

Dla wszystkich zgodnie z licencją

License:

CC BY-NC-ND 3.0 PL

Location:

Uniwersytet Ekonomiczny we Wrocławiu