Results 261 to 270 of about 15,054,030 (290)
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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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Fast and robust estimators of variance components in the nested error model
Statistics and Computing, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Betsabé Pérez +4 more
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Prediction in a spatial nested error components panel data model
International Journal of Forecasting, 2014Abstract This paper derives the Best Linear Unbiased Predictor (BLUP) for a spatial nested error components panel data model. This predictor is useful for panel data applications that exhibit spatial dependence and a nested (hierarchical) structure. The predictor allows for unbalancedness in the number of observations in the nested groups.
Badi H. Baltagi
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A modified nested-error regression model for small area estimation
Statistics, 2013A nested-error regression model having both fixed and random effects is introduced to estimate linear parameters of small areas. The model is applicable to data having a proportion of domains where the variable of interest cannot be described by a standard linear mixed model.
María Dolores Esteban, Domingo Morales
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Error Normality Testing in a Model of Two‐Way Nested Classification
Biometrical Journal, 1994AbstractThe paper deals with the construction of a normality test for the verification of the assumption about normal distribution of random errors in a fixed model of two‐way nested classification. For this purpose adequate linear transformations and orthogonal observable random vectors have been presented.
Brzeskwiniewicz, Henryk +1 more
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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 A. Fuller, George E. Battese
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Empirical Bayes methods in nested error regression models with skew-normal errors
Japanese Journal of Statistics and Data Science, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tsujino, Tatsuhiko, Kubokawa, Tatsuya
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Nesting, Crossing, Type IV Errors, and the Role of Statistical Models
American Educational Research Journal, 1978Marascuilo and Levin’s use of the term “nesting” in previously published articles is idiosyncratic and contrary to well-established usage. Proper usage is described and illustrated. Their insistence on the usage of Scheffé tests on restricted sets of contrasts is opposed.
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Estimation of within Model Parameters in Regression Models with a Nested Error Structure
Journal of the American Statistical Association, 1992Abstract Restricted randomizations, similar to those in split-plot type experiments, often are adapted to assign quantitative treatment factors to experimental units. Such restrictions result in the experiment having a nested error structure. Sufficient conditions are presented under which ordinary least squares (OLS) estimates of regressor parameters ...
Govinda J. Weerakkody, Dallas E. Johnson
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Corrected empirical Bayes confidence intervals in nested error regression models [PDF]
Journal of the Korean Statistical Society, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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