Uncertainty under a multivariate nested-error regression model with logarithmic transformation
نویسندگان
چکیده
منابع مشابه
Uncertainty under a multivariate nested-error regression model with logarithmic transformation
Assuming a multivariate linear regression model with one random factor, we consider the parameters defined as exponentials of mixed effects, i.e., linear combinations of fixed and random effects. Such parameters are of particular interest in prediction problems where the dependent variable is the logarithm of the variable that is the object of inference. We derive bias-corrected empirical predi...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2009
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.09.007