Tests for the variance parameter in the Fay–Herriot model

DOI10.1080/02331888.2015.1016026zbMath1342.62017OpenAlexW2011304181MaRDI QIDQ5739648

María del Carmen Pardo, Domingo Morales, Yolanda Marhuenda

Publication date: 19 July 2016

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2015.1016026

zbMATH Keywords

likelihood ratio testMonte Carlo simulationsmall area estimationFay-Herriot modelzero variance component

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Diagnostics, and linear inference and regression (62J20)

Cites Work

• Random-Effects Models for Longitudinal Data
• New important developments in small area estimation
• A new adjusted maximum likelihood method for the Fay-Herriot small area model
• Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models
• Small area estimation of poverty proportions under area-level time models
• Small area estimation with spatio-temporal Fay-Herriot 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)
• Non-Parametric Small Area Estimation Using Penalized Spline Regression
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• ASYMPTOTICS OF ML ESTIMATOR FOR REGRESSION MODELS WITH A STOCHASTIC TREND COMPONENT
• Variance Components Testing in the Longitudinal Mixed Effects Model
• Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data
• Exact likelihood ratio tests for penalised splines
• Recovery of inter-block information when block sizes are unequal
• On the Distribution of the Likelihood Ratio

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