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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 Baltagi
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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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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, Seuck Heun Song
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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 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.
Maria Dolores Esteban, Domingo Morales
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Asymptotics for EBLUPs: Nested Error Regression Models
Journal of the American Statistical Association, 2021In this paper we derive the asymptotic distribution of estimated best linear unbiased predictors (EBLUPs) of the random effects in a nested error regression model. Under very mild conditions which do not require the assumption of normality, we show that asymptotically the distribution of the EBLUPs as both the number of clusters and the cluster sizes ...
Ziyang Lyu, A.H. Welsh
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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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