Estimating random effects via adjustment for density maximization

DOI10.1214/10-STS349zbMath1246.62025arXiv1108.3234MaRDI QIDQ449828

Ruoxi Tang, Carl N. Morris

Publication date: 1 September 2012

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3234

zbMATH Keywords

shrinkage; objective Bayes; ADM; Stein estimation; normal multilevel model

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62F10: Point estimation

62F15: Bayesian inference

Related Items

Selection of Prior for the Variance Component and Approximations for Posterior Moments in the Fay-Herriot Model, Empirical Bayes Confidence Intervals for Selected Parameters in High-Dimensional Data, Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models, A new adjusted maximum likelihood method for the Fay-Herriot small area model, A second-order efficient empirical Bayes confidence interval, Posterior propriety for hierarchical models with log-likelihoods that have norm bounds, Estimating variance of random effects to solve multiple problems simultaneously, A nondegenerate penalized likelihood estimator for variance parameters in multilevel models, Shrinkage estimation in multilevel normal models, Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation

Uses Software

• MLwiN
• BayesDA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation of the mean of a multivariate normal distribution
• An adjusted maximum likelihood method for solving small area estimation problems
• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis
• Hierarchical Poisson Regression Modeling
• Parametric Empirical Bayes Inference: Theory and Applications