Random-effect models with singular precision

DOI10.1016/J.JSPI.2013.07.007MaRDI QIDQ393633zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(3)

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

Describes a project that uses

Uses Software

• SemiPar

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