|
Título:
|
Tests for the variance parameter in the Fay–Herriot model
|
|
Autores:
|
Marhuenda García, Yolanda ;
Morales, D. ;
Pardo Llorente, María del Carmen
|
|
Tipo de documento:
|
texto impreso
|
|
Editorial:
|
Taylor & Francis, 2016-01
|
|
Dimensiones:
|
application/pdf
|
|
Nota general:
|
info:eu-repo/semantics/restrictedAccess
|
|
Idiomas:
|
|
|
Palabras clave:
|
Estado = Publicado
,
Materia = Ciencias: Matemáticas: Estadística matemática
,
Tipo = Artículo
|
|
Resumen:
|
The Fay-Herriot model is a linear mixed model that plays a relevant role in small area estimation (SAE). Under the SAE set-up, tools for selecting an adequate model are required. Applied statisticians are often interested on deciding if it is worthwhile to use a mixed effect model instead of a simpler fixed-effect model. This problem is not standard because under the null hypothesis the random effect variance is on the boundary of the parameter space. The likelihood ratio test and the residual likelihood ratio test are proposed and their finite sample distributions are derived. Finally, we analyse their behaviour under simulated scenarios and we also apply them to real data
|
|
En línea:
|
https://eprints.ucm.es/35018/1/PardoCarmen25.pdf
|
