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Estimation and Prediction in Transformed...
Sugasawa, Shonosuke...
Estimation and Prediction in Transformed Nested Error Regression Models by Sugasawa, Shonosuke ( Author )
Australian National University
06-09-2023
This paper suggests parametrically transformed nested error regression models (TNERM), which transform the data flexibly to follow the normal linear mixed regression. We provide a procedure for estimating consistently the parameters of the proposed model and a predictor based on the consistent estimators. Then, in order to calibrate uncertainty of the transformed empirical best linear unbiased predictor, we derive prediction intervals with second-order accuracy based on the parametric bootstrap method. The proposed methods are investigated through simulation and empirical studies.
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Article
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29.34 KB
English
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MYR 0.01
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http://arxiv.org/abs/1410.8269
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