BLUP estimation of linear mixed-effects models with measurement errors and its applications to the estimation of small areas

被引:0
作者
Rong Zhu
Guo Hua Zou
机构
[1] Chinese Academy of Sciences,Academy of Mathematics and Systems Science
来源
Acta Mathematica Sinica, English Series | 2014年 / 30卷
关键词
BLUP; linear mixed-effects models; measurement errors; small area estimation; 62D05; 62H12;
D O I
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中图分类号
学科分类号
摘要
The linear mixed-effects model (LMM) is a very useful tool for analyzing cluster data. In practice, however, the exact values of the variables are often difficult to observe. In this paper, we consider the LMM with measurement errors in the covariates. The empirical BLUP estimator of the linear combination of the fixed and random effects and its approximate conditional MSE are derived. The application to the estimation of small area is provided. Simulation study shows good performance of the proposed estimators.
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页码:2027 / 2044
页数:17
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