Random-effect models with singular precision

DOI10.1016/J.JSPI.2013.07.007zbMATH Open1278.62146OpenAlexW2043876173MaRDI QIDQ393633FDOQ393633

Authors: W. Lee, Youngjo Lee 

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.07.007

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zbMATH Keywords

state-space modelssmoothing splinesbest linear unbiased predictorsintrinsic autoregressionrandom-effect modelssingular precision

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cites Work

• Semiparametric Regression
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
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• Generalized Linear Models with Random Effects
• The Analysis of Designed Experiments and Longitudinal Data by Using Smoothing Splines
• Smoothing Spline Models with Correlated Random Errors
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• Double Hierarchical Generalized Linear Models (With Discussion)
• Statistical Analysis of Field Experiments Using Neighbouring Plots
• Extension of the Gauss-Markov theorem to include the estimation of random effects
• Modelling and analysing correlated non-normal data
• Intrinsic autoregressions and related models on the two-dimensional lattice
• Linear Spaces and Unbiased Estimation
• A direct derivation of the REML likelihood function

Cited In (3)

• Resolving the ambiguity of random‐effects models with singular precision matrix
• A review on recent advances and applications of h-likelihood method
• Precise Regression Benchmarking with Random Effects: Improving Mono Benchmark Results

Uses Software

• SemiPar

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