Results 261 to 270 of about 15,053,099 (290)
Some of the next articles are maybe not open access.
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
openaire +1 more source
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
openaire +1 more source
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.
openaire +2 more sources
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
openaire +2 more sources
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
openaire +2 more sources
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
openaire +1 more source
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
openaire +2 more sources
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.
openaire +1 more source
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
openaire +1 more source
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.
openaire +2 more sources