Parametric bootstrap methods for bias correction in linear mixed models
DOI10.1016/J.JMVA.2011.12.002zbMATH Open1236.62018OpenAlexW1572035573MaRDI QIDQ765823FDOQ765823
Authors: Tatsuya Kubokawa, Bui Nagashima 
Publication date: 22 March 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.12.002
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Fay-Herriot modelconfidence intervalssmall area estimationmean squared errormaximum likelihood estimatorrestricted maximum likelihood estimatorbest linear unbiased predictorsecond-order correctionnested error regression modelempirical Bayes procedure
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25)
Cites Work
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- Some new developments in small area estimation
- On Parametric Bootstrap Methods for Small Area Prediction
- On measures of uncertainty of empirical Bayes small-area estimators
- Mean squared error of empirical predictor.
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- Robust Estimation of Mean Squared Error of Small Area Estimators
- On measuring the variability of small area estimators under a basic area level model
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- Further analysis of the data by Akaike's information criterion and the finite corrections
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- Small Area Estimation-New Developments and Directions
- The Estimation of the Mean Squared Error of Small-Area Estimators
- Conditional and unconditional methods for selecting variables in linear mixed models
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- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
- Estimation of mean squared error of model-based small area estimators
- On Mean Squared Prediction Error Estimation in Small Area Estimation Problems
- Small‐area estimation by combining time‐series and cross‐sectional data
- Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics.
- On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
- Corrected empirical Bayes confidence intervals in nested error regression models
Cited In (13)
- Some bootstrap methods in nonlinear mixed-effect models
- Parametric bootstrap under model mis-specification
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data
- A parametric bootstrap approach for two-way error component regression models
- A resampling approach to estimation of the linking variance in the Fay–Herriot model
- Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects
- Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
- The BLUPs are not best when it comes to bootstrapping
- Empirical bootstrap bias correction and estimation of prediction mean square error in small area estimation
- Small area estimation via multivariate Fay-Herriot models with latent spatial dependence
- Comparison of mean squared error estimators under the Fay-Herriot model: application to poverty and percentage of food expenditure data
- Modified conditional AIC in linear mixed models
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