Results 211 to 220 of about 15,648,464 (247)
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BLUP in the nested panel regression model with serially correlated errors
Computational Statistics and Data Analysis, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Myoungshic Jhun +2 more
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Calibrating Nested Sensor Arrays With Model Errors
IEEE Transactions on Antennas and Propagation, 2014We consider the problem of direction of arrival (DOA) estimation based on a nonuniform linear nested array, which is known to provide $O(N^2)$ degrees of freedom (DOFs) using only $N$ sensors. Both subspace-based and sparsity-based algorithms require certain modeling assumptions, e.g., exactly known array geometry, including sensor gain and ...
Keyong Han, Peng Yang 0006, Arye Nehorai
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Nested Error Regression Models
2020This chapter deals with the estimation of the regression and variance components’ parameters of the nested error regression model. It describes three fitting methods for calculating maximum likelihood, residual maximum likelihood, and method of moments estimators.
Domingo Morales +3 more
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Prediction in heteroscedastic nested error regression models with random dispersions [PDF]
Statistica Sinica, 2016 The paper concerns small-area estimation in the heteroscedastic nested error regression (HNER) model which assumes that the within-area variances are different among areas. Although HNER is useful for analyzing data where the within-area variation changes from area to area, it is difficult to provide good estimates for the error variances because of ...
Tatsuya Kubokawa +3 more
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Prediction in an Unbalanced Nested Error Components Panel Data Model
Journal of Forecasting, 2013ABSTRACTThis paper derives the best linear unbiased predictor for an unbalanced nested error components panel data model. This predictor is useful in many econometric applications that are usually based on unbalanced panel data and have a nested (hierarchical) structure.
Badi H. Baltagi
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EBPs Under Nested Error Regression Models
2020This chapter treats the problem of predicting linear combinations of components of a finite population random vector. The linear parameters have the form of weighted sums with known positive or null weights. By assuming that the population target vector follows a nested error regression model, this chapter introduces empirical best linear unbiased ...
Domingo Morales +3 more
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On Testing Linear Hypothesis in a Nested Error Regression Model
Communications in Statistics - Theory and Methods, 2010Consider the problem of testing the linear hypothesis on regression coefficients in the nested error regression model. The standard F-test statistic based on the ordinary least squares (OLS) estimator has the serious shortcoming that its type I error rates (sizes) are much larger than nominal significance levels, because the covariance matrix of data ...
Tatsuya Kubokawa
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The unbalanced nested error component regression model
Journal of Econometrics, 2001zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Baltagi, Badi H. +2 more
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Inference for nested error linear regression models with unequal error variances
Journal of Statistical Planning and Inference, 2000zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yu, M., Rao, J. N. K.
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Transformations for Estimation of Linear Models with Nested-Error Structure
Journal of the American Statistical Association, 1973Abstract Two linear models with error structure of the nested type are considered. Transformations are presented by which uncorrelated errors with constant variances are obtained. The transformed observations are differences between the original observations and multiples of averages of subsets of the observations.
Wayne Fuller
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