Prediction-interval procedures and (fixed-effects) confidence-interval procedures for mixed linear models

DOI10.1080/03610928808829672zbMath0648.62073OpenAlexW2021773366MaRDI QIDQ3793561

David A. Harville, Daniel R. Jeske

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829672

zbMATH Keywords

best linear unbiased predictionvarianwhich employs a modification of the so-called least-failures sampling rule is proposed, and is shown to possess many desirable properties among a restricted class of Bernoulli subset selection procedures. Within this class, it is optimal for minimizing the number of observations taken from populations excluded from consideration following a subset selection experiment, and asymptotically optimal for minimizing the expected total number of observations required. In addition, it can result in substantial savings in the expected total number of observations required as compared to a single-stage procedure, thus it may be desirable to a practitioner if sampling is costly or the sample size is limited

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (12)

On Deconfounding Spatial Confounding in Linear Models ⋮ Sparse kernel machine regression for ordinal outcomes ⋮ An analysis pipeline for estimating true intake from repeated measurements with random errors ⋮ Empirical Bayes prediction for a mixed linear model with autoregressive errors ⋮ Prediction intervals for all of M future observations based on linear random effects models ⋮ Approximate F-tests of multiple degree of freedom hypotheses in generalized least squares analyses of unbalanced split-plot experiments ⋮ Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models ⋮ Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) ⋮ Best linear unbiased predictor in the mixed model with incomplete data ⋮ An improved approximation to the precision of fixed effects from restricted maximum likelihood ⋮ Response prediction in mixed effects models ⋮ Linear Equality Constraints in the General Linear Mixed Model

Cites Work

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• Synthesis of variance
• Comparisons of Alternative Predictors Under the Balanced One-Way Random Model
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Length of Confidence Intervals
• Decomposition of Prediction Error
• Some General Results about Uncorrelated Statistics
• Parametric Empirical Bayes Inference: Theory and Applications
• Bounds on the Distribution Functions of the Behrens-Fisher Statistic
• Practical Solutions of the Behrens-Fisher Problem
• Recovery of inter-block information when block sizes are unequal

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