Asymptotics for EBLUPs: Nested Error Regression Models

DOI10.1080/01621459.2021.1895178MaRDI QIDQ6110718zbMATH OpenOpenAlexFDO

Authors Ziyang Lyu, Alan H. Welsh

Publication date 6 July 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2021.1895178

zbMATH Keywords

convolution of distributionsmixed modelprediction mean squared errorrandom effect

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

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Cites work

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• Assessing normality in random effects models
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Checking normality and homoscedasticity in the general linear model using diagnostic plots
• scientific article; zbMATH DE number 1203743 (Why is no real title available?)
• scientific article; zbMATH DE number 1089172 (Why is no real title available?)
• scientific article; zbMATH DE number 1471724 (Why is no real title available?)
• scientific article; zbMATH DE number 837912 (Why is no real title available?)
• Increasing cluster size asymptotics for nested error regression models
• Linear mixed models for longitudinal data
• Mean squared error of empirical predictor.
• Mixed-Effects Models in S and S-PLUS
• On the effect of ignoring correlation in the covariates when fitting linear mixed models
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• Residual analysis for linear mixed models
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• The Estimation of Environmental and Genetic Trends from Records Subject to Culling
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(12)

• On MSE of EBLUP
• Increasing cluster size asymptotics for nested error regression models
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• Random effects misspecification and its consequences for prediction in generalized linear mixed models
• Asymptotic analysis of mis-classified linear mixed models
• Small area estimation using EBLUPs under the nested error regression model
• Increasing dimension asymptotics for two-way crossed mixed effect models
• Robust Linear Mixed Models Using Hierarchical Gamma-Divergence
• Bias corrected variance stabilizing transformation for small area estimation
• The Impact of Job Stability on Monetary Poverty in Italy: Causal Small Area Estimation
• Asymptotic results for penalized quasi-likelihood estimation in generalized linear mixed models
• A random-effects approach to regression involving many categorical predictors and their interactions

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