Results 31 to 40 of about 29,580 (61)

Semiparametric models and P-splines [PDF]

, 2001
P-splines were introduced by Eilers and Marx (1996). We consider semiparametric models where the smooth part of the model can be described by P-splines. A mixed model representation is also considered.
I., Currie,, M., Durbán,
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Mean squared error of empirical predictor

, 2004
The term ``empirical predictor'' refers to a two-stage predictor of a linear combination of fixed and random effects. In the first stage, a predictor is obtained but it involves unknown parameters; thus, in the second stage, the unknown parameters are ...
Das, Kalyan, Jiang, Jiming, Rao, J. N. K.   +2 more
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Robust Henderson III estimators of variance components in the nested error model [PDF]

Common methods for estimating variance components in Linear Mixed Models include Maximum Likelihood (ML) and Restricted Maximum Likelihood (REML). These methods are based on the strong assumption of multivariate normal distribution and it is well know ...
Betsabé Pérez, Daniel Peña, Isabel Molina   +2 more
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Bootstrap Approximation to Prediction MSE for State-Space Models with Estimated Parameters

, 2004
We propose a simple but general bootstrap method for estimating the Prediction Mean Square Error (PMSE) of the state vector predictors when the unknown model parameters are estimated from the observed series.
Pfeffermann, Danny, Tiller, Richard
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Linear mixed models with endogenous covariates: modeling sequential treatment effects with application to a mobile health study

, 2019
Mobile health is a rapidly developing field in which behavioral treatments are delivered to individuals via wearables or smartphones to facilitate health-related behavior change.
Klasnja, Predrag, Murphy, Susan A., Qian, Tianchen   +2 more
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Restricted Maximum Likelihood Estimation of Variance Components for Univariate Animal Models Using Sparse Matrix Techniques and Average Information [PDF]

, 1995
JOHNSON, DL, THOMPSON, R
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Bayesian and Frequentist Approaches to Hedonic Modeling in a Geo-Statistical Framework [PDF]

We compare Least Squares, Maximum Likelihood and Bayesian approaches to estimation in a Hedonic context. The approaches are compared from theoretical and practical perspectives and from the viewpoint of a policy maker or urban planner. The approaches are
Carriazo, Fernando, Ghosh, Gaurav S.
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Semi-parametric regression estimation of the tail index [PDF]

, 2018
Dickson, Maria Michela, Jia, Mofei, Taufer, Emanuele   +2 more
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"A Review of Linear Mixed Models and Small Area Estimation" [PDF]

The linear mixed models (LMM) and the empirical best linear unbiased predictor (EBLUP) induced from LMM have been well studied and extensively used for a long time in many applications.
Tatsuya Kubokawa
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Robust priors in nonlinear panel data models [PDF]

Many approaches to estimation of panel models are based on an average or integrated likelihood that assigns weights to different values of the individual effects. Fixed effects, random effects, and Bayesian approaches all fall in this category.
Manuel Arellano, Stéphane Bonhomme
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