Uncertainty under a multivariate nested-error regression model with logarithmic transformation
AbstractThis work aims to predict exponentials of mixed effects under a multivariate linear regression model with one random factor. Such quantities are of particular interest in prediction problems where the dependent variable is the logarithm of the variable that is the object of inference. Bias-corrected empirical predictors of the target quantities are defined. A second-order approximation for the mean crossed product error of two of these predictors is obtained, where the mean squared error is a particular case. An estimator of the mean crossed product error with second-order bias is proposed. Finally, results are illustrated through an application related to small area estimation.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 100 (2009)
Issue (Month): 5 (May)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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