Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version

DOI10.1016/j.csda.2006.01.017zbMath1161.62309OpenAlexW1980642952MaRDI QIDQ1019934

Math J. J. M. Candel

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.01.017

zbMATH Keywords

Monte Carlo simulationsBayes riskempirical Bayes estimator(Restricted) maximum likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Monte Carlo methods (65C05) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

Efficient and accurate approximate Bayesian inference with an application to insurance data

Uses Software

• MLwiN
• MIXREG

Cites Work

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• The influence of violations of assumptions on multilevel parameter estimates and their standard errors
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• Data Analysis Using Stein's Estimator and its Generalizations
• Parametric Empirical Bayes Inference: Theory and Applications
• Robustness issues in multilevel regression analysis
• Performance of empirical Bayes estimators of random coefficients in multilevel analysis: Some results for the random intercept‐only model
• Linear mixed models for longitudinal data

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