Prediction in Heteroscedastic Nested Error Regression Models with Random Dispersions

@article{Kubokawa2014PredictionIH,
  title={Prediction in Heteroscedastic Nested Error Regression Models with Random Dispersions},
  author={Tatsuya Kubokawa and Shonosuke Sugasawa and Malay Ghosh and Sanjay Chaudhuri},
  journal={CIRJE F-Series},
  year={2014}
}
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 small samples sizes for small-areas. To fix this difficulty, we suggest a random dispersion HNER model which assumes a prior distribution for the… 

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