Parametric Bootstrap Approximation to the Distribution of Eblup and Related Prediction Intervals in Linear Mixed Models by Snigdhansu Chatterjee, Partha Lahiri

@inproceedings{Chatterjee2008ParametricBA,
  title={Parametric Bootstrap Approximation to the Distribution of Eblup and Related Prediction Intervals in Linear Mixed Models by Snigdhansu Chatterjee, Partha Lahiri},
  author={Snigdhansu Chatterjee and Partha Lahiri and Li Huilin},
  year={2008}
}
Empirical best linear unbiased prediction (EBLUP) method uses a linear mixed model in combining information from different sources of information. This method is particularly useful in small area problems. The variability of an EBLUP is traditionally measured by the mean squared prediction error (MSPE), and interval estimates are generally constructed using estimates of the MSPE. Such methods have shortcomings like under-coverage or over-coverage, excessive length and lack of interpretability… CONTINUE READING

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