Temat: Linear mixed model - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: A note on the existence of the maximum likelihood estimate in variance components models
Autorzy:: Grządziel, Mariusz
Michalski, Andrzej
Powiązania:: https://bibliotekanauki.pl/articles/729792.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: variance component
linear mixed model
maximum likelihood
Opis:: In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhyā 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML estimate of variance components, is presented.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 159-167
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: On maximum likelihood estimation in mixed normal models with two variance components
Autorzy:: Grządziel, Mariusz
Powiązania:: https://bibliotekanauki.pl/articles/729796.pdf
Data publikacji:: 2014
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: variance component
linear mixed model
maximum likelihood
Opis:: In the paper we deal with the problem of parameter estimation in the linear normal mixed model with two variance components. We present solutions to the problem of finding the global maximizer of the likelihood function and to the problem of finding the global maximizer of the REML likelihood function in this model.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2014, 34, 1-2; 187-197
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Small area quantile estimation based on distribution function using linear mixed models
Autorzy:: Stachurski, Tomasz
Powiązania:: https://bibliotekanauki.pl/articles/1837916.pdf
Data publikacji:: 2021-06-30
Wydawca:: Uniwersytet Ekonomiczny w Poznaniu
Tematy:: quantile
distribution function
small area estimation
survey sampling
linear mixed model
Monte Carlo simulation
Opis:: In economic studies researchers are oeftn interested in the estimation of the distribution function or certain functions of the distribution function such as quantiles. This work focuses on the estimation quantiles as inverses of the estimates of the distribution function in the presence of auxiliary information that is correlated with the study variable. In the paper a plug-in estimator of the distribution function is proposed which is used to obtain quantiles in the population and in the small areas. Performance of the proposed method is compared with other estimators of the distribution function and quantiles using the simulation study. The obtained results show that the proposed method usually has smaller relative biases and relative RMSE comparing to other methods of obtaining quantiles based on inverting the distribution function.
Źródło:: Economics and Business Review; 2021, 7, 2; 97-114
2392-1641
Pojawia się w:: Economics and Business Review
Dostawca treści:: Biblioteka Nauki

Artykuł

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