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Improved prediction intervals in heteroscedastic mixed-effects models

Author

Listed:
  • Mathew, Thomas
  • Menon, Sandeep
  • Perevozskaya, Inna
  • Weerahandi, Samaradasa

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.

Suggested Citation

  • Mathew, Thomas & Menon, Sandeep & Perevozskaya, Inna & Weerahandi, Samaradasa, 2016. "Improved prediction intervals in heteroscedastic mixed-effects models," Statistics & Probability Letters, Elsevier, vol. 114(C), pages 48-53.
    • Handle: RePEc:eee:stapro:v:114:y:2016:i:c:p:48-53
    DOI: 10.1016/j.spl.2016.03.004
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    References listed on IDEAS

    as
    1. Gamage, Jinadasa & Mathew, Thomas & Weerahandi, Samaradasa, 2013. "Generalized prediction intervals for BLUPs in mixed models," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 226-233.
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