Parametric bootstrap methods for bias correction in linear mixed models
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Publication:765823
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Cites work
- scientific article; zbMATH DE number 1471724 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
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- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- On Mean Squared Prediction Error Estimation in Small Area Estimation Problems
- On Parametric Bootstrap Methods for Small Area Prediction
- On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
- On measures of uncertainty of empirical Bayes small-area estimators
- On measuring the variability of small area estimators under a basic area level model
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- Robust Estimation of Mean Squared Error of Small Area Estimators
- Small Area Estimation-New Developments and Directions
- Small area estimation: an appraisal. With comments and a rejoinder by the authors
- Small‐area estimation by combining time‐series and cross‐sectional data
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Cited in
(13)- A resampling approach to estimation of the linking variance in the Fay–Herriot model
- Empirical bootstrap bias correction and estimation of prediction mean square error in small area estimation
- Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- Comparison of mean squared error estimators under the Fay-Herriot model: application to poverty and percentage of food expenditure data
- The BLUPs are not best when it comes to bootstrapping
- Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
- Some bootstrap methods in nonlinear mixed-effect models
- A parametric bootstrap approach for two-way error component regression models
- Small area estimation via multivariate Fay-Herriot models with latent spatial dependence
- Parametric bootstrap under model mis-specification
- Modified conditional AIC in linear mixed models
- Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data
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