Improved prediction intervals in heteroscedastic mixed-effects models

Thomas Mathew, Sandeep Menon, Inna Perevozskaya and Samaradasa Weerahandi

Statistics & Probability Letters, 2016, vol. 114, issue C, 48-53

Abstract: Prediction intervals are developed for the best linear unbiased predictor under heteroscedastic mixed models using the generalized pivotal quantity approach. The superiority of the proposed intervals, over widely used REML based intervals, is established via a simulation study.

Keywords: Variance components; Best linear unbiased predictor (BLUP); Generalized inference; REML (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.03.004

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