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"Theory of Linear Mixed Models and its Applications to Small Area Estimation"(in Japanese)

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  • Tatsuya Kubokawa

    (Faculty of Economics, University of Tokyo)

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    Abstract

    Linear mixed models (LMM) and the best linear unbiased predictor (BLUP) have received considerable attention in recent years from both theoretical and practical aspects. This article reviews the theory of LMM and illustrates how useful LMM and BLUP are through an example of the small area estimation. Linear mixed models for analyzing longitudinal data are also explained and an application to the posted land price data is given.

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    File URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/2007/2007cj186.pdf
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    Bibliographic Info

    Paper provided by CIRJE, Faculty of Economics, University of Tokyo in its series CIRJE J-Series with number CIRJE-J-186.

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    Length: 29 pages
    Date of creation: Oct 2007
    Date of revision:
    Handle: RePEc:tky:jseres:2007cj186

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