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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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Comparison of the estimators of the intra-cluster correlation for the nested error regression model
Communications in Statistics - Simulation and Computation, 2015ABSTRACTThe intra-cluster correlation is insisted on nested error regression model that, in practice, is rarely known. This article demonstrates the size in generalized least squares (GLS) F-test using Fuller–Battese transformation and modification F-test.
Sukanya Intarapak +2 more
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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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EBLUPs Under Two-Fold Nested Error Regression Models
2020This chapter derives empirical best predictors of additive parameters based on two-fold nested error regression models and pays special attention to the prediction of mean incomes, poverty proportions, and poverty gaps in small areas. The chapter calculates the distribution of the non-observed part of the population target vector conditioned to its ...
Domingo Morales +3 more
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NESTING ALGORITHM FOR DUAL-GRAPH ERROR PROPAGATION MODELS
Systems Engineering and Information Technologies, 2021Fusheng Zhao +3 more
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Domain Mean Estimators Assisted by Nested Error Regression Models
2018This paper introduces estimators of domain means assisted by nested error regression models. The new estimators are modifications of empirical best linear unbiased predictors that takes into account the sampling weights. They are obtained by summing up the model-based predicted values adjusted by a weighted sum residuals. The paper studies the sampling-
María Dolores Esteban +2 more
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Truncation Error Estimates for Refinement Criteria in Nested and Adaptive Models
Monthly Weather Review, 1989Abstract Truncation error estimates are considered as criteria for fine-grid placement and movement in nested and adaptive finite-difference atmospheric models. A simple method for calculating the truncation error at any time during an integration is described.
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