Decomposition of Prediction Error in Multilevel Models

DOI10.1080/03610910500308248zbMath1078.62072OpenAlexW1986056516MaRDI QIDQ5719265

David Afshartous, Jan de Leeuw

Publication date: 18 January 2006

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/7mm5q54q

zbMATH Keywords

tablesMonte Carlomissing datamultilevel modelprediction error components

Mathematics Subject Classification ID

Multivariate analysis (62H99) Generalized linear models (logistic models) (62J12)

Related Items (5)

A Lasso and a regression tree mixed-effect model with random effects for the level, the residual variance, and the autocorrelation ⋮ To explain or to predict? ⋮ Decomposition of Prediction Error in Multilevel Models ⋮ A predictive density approach to predicting a future observable in multilevel models ⋮ RE-EM trees: a data mining approach for longitudinal and clustered data

Cites Work

• A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects
• Extension of the Gauss-Markov theorem to include the estimation of random effects
• Implementation and performance issues in the Bayesian and likelihood fitting of multilevel models
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Decomposition of Prediction Error
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Linear Statistical Inference and its Applications
• Decomposition of Prediction Error in Multilevel Models

This page was built for publication: Decomposition of Prediction Error in Multilevel Models