RT Generic
T1 Uncertainty under a multivariate nested-error regression model with logarithmic transformation
A1 Molina, Isabel
AB 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.
YR 2006
FD 2006-10
LK https://hdl.handle.net/10016/443
UL https://hdl.handle.net/10016/443
LA eng
LA eng
DS e-Archivo
RD 16 jun. 2024