Publication: Uncertainty under a multivariate nested-error regression model with logarithmic transformation
dc.affiliation.dpto | UC3M. Departamento de EstadÃstica | es |
dc.contributor.author | Molina, Isabel | es |
dc.date.accessioned | 2006-11-15T16:02:03Z | |
dc.date.available | 2006-11-15T16:02:03Z | |
dc.date.issued | 2006-10 | es |
dc.description.abstract | Assuming a multivariate linear regression model with one random factor, we consider the parameters defined as exponentials of mixed effects, i.e., linear combinations of fixed and random effects. Such parameters are of particular interest in prediction problems where the dependent variable is the logarithm of the variable that is the object of inference. We derive bias-corrected empirical predictors of such parameters. A second order approximation for the mean crossed product error of the predictors of two of these parameters is obtained, and an estimator is derived from it. The mean squared error is obtained as a particular case. | es |
dc.format.extent | 255936 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.repec | ws066117 | |
dc.identifier.uri | https://hdl.handle.net/10016/443 | |
dc.language.iso | eng | es |
dc.language.iso | eng | es |
dc.relation.ispartofseries | UC3M Working Papers. Statistics and Econometrics | es |
dc.relation.ispartofseries | 2006-17 | es |
dc.rights.accessRights | open access | |
dc.subject.eciencia | EstadÃstica | |
dc.title | Uncertainty under a multivariate nested-error regression model with logarithmic transformation | es |
dc.type | working paper | * |
dspace.entity.type | Publication |
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