Results 271 to 280 of about 15,100,752 (291)
Some of the next articles are maybe not open access.
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
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
openaire +2 more sources
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
openaire +1 more source
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
openaire +1 more source
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.
openaire +1 more source
NESTING ALGORITHM FOR DUAL-GRAPH ERROR PROPAGATION MODELS
Systems Engineering and Information Technologies, 2021Fusheng Zhao +3 more
openaire +1 more source
Empirical best linear unbiased predictors in multivariate nested-error regression models
Communications in Statistics - Theory and Methods, 2021Tsubasa Itô, Tatsuya Kubokawa
exaly
Small area estimation of average compositions under multivariate nested error regression models
Test, 2023Maria Dolores Esteban +2 more
exaly