Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models

DOI10.1214/07-AOS512zbMath1360.62378arXiv0806.2931MaRDI QIDQ930652

Partha Lahiri, Snigdhansu Chatterjee, Huilin Li

Publication date: 1 July 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.2931

zbMATH Keywords

bootstrapprediction intervalcoverage accuracylinear mixed modelpredictive distributionsmall area

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items

A resampling approach to estimation of the linking variance in the Fay–Herriot model, Goodness-of-fit test with a robustness feature, Corrected empirical Bayes confidence region in a multivariate Fay-Herriot model, Small area estimation with mixed models: a review, Transforming response values in small area prediction, Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval, Empirical best linear unbiased predictors in multivariate nested-error regression models, Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators, Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models, Small area estimators based on restricted mixed models, Simultaneous inference for linear mixed model parameters with an application to small area estimation, Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas, Asymptotics for EBLUPs: Nested Error Regression Models, Small area estimation via M-quantile geographically weighted regression, Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors, Discussion on ``Estimating random effects via adjustment for density maximization by C. Morris and R. Tang, A second-order efficient empirical Bayes confidence interval, Bottom-up estimation and top-down prediction: solar energy prediction combining information from multiple sources, Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model, An adjusted maximum likelihood method for solving small area estimation problems, Classified Mixed Model Prediction, Corrected empirical Bayes confidence intervals in nested error regression models, On longitudinal moving average model for prediction of subpopulation total, Bootstrap estimation of uncertainty in prediction for generalized linear mixed models, Hermite expansion and estimation of monotonic transformations of Gaussian data, Spatial robust small area estimation, Small area semiparametric additive monotone models, Parametric bootstrap methods for bias correction in linear mixed models, Numerical Comparison Between Different Empirical Prediction Intervals Under the Fay-Herriot Model, Parametric transformed Fay-Herriot model for small area estimation, New important developments in small area estimation

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bagging predictors
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• Edgeworth corrected pivotal statistics and the bootstrap
• The maximum likelihood prior
• Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics.
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Nonparametric bootstrap prediction
• A unified jackknife theory for empirical best prediction with \(M\)-estimation
• Mean squared error of empirical predictor.
• REML estimation: Asymptotic behavior and related topics
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
• Improved minimax predictive densities under Kullback-Leibler loss
• Shrinkage priors for Bayesian prediction
• A shrinkage predictive distribution for multivariate Normal observables
• A general framework for model-based statistics
• Approaches for Empirical Bayes Confidence Intervals
• On Parametric Bootstrap Methods for Small Area Prediction
• Calibrating Prediction Regions
• Empirical Bayes Confidence Intervals Based on Bootstrap Samples
• Prediction-interval procedures and (fixed-effects) confidence-interval procedures for mixed linear models
• On asymptotic properties of predictive distributions
• On the estimation of parametric density functions
• Goodness of prediction fit
• A Note on the Estimation of Probability Density Functions
• On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
• On Parametric Bootstrapping and Bayesian Prediction
• Predictive fit for natural exponential families
• Parametric Empirical Bayes Inference: Theory and Applications
• On measuring the variability of small area estimators under a basic area level model
• Invariant Prior Distributions
• The Estimation of the Mean Squared Error of Small-Area Estimators
• Refining Bootstrap Simultaneous Confidence Sets