BLUP Estimation of Linear Mixed-effects Models with Measurement Errors and Its Applications to the Estimation of Small Areas

作     者：Rong ZHU Guo Hua ZOU 

作者机构：Academy of Mathematics and Systems ScienceChinese Academy of Sciences 

出 版 物：《Acta Mathematica Sinica,English Series》 (数学学报（英文版）)

年 卷 期：2014年第30卷第12期

页      面：2027-2044页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 080902[工学-电路与系统] 0809[工学-电子科学与技术（可授工学、理学学位）] 08[工学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by National Natural Science Foundation of China(Grant No.11301514) partially supported by National Natural Science Foundation of China(Grant Nos.11271355 and 70625004) National Bureau of Statistics of China(Grant No.2012LZ012) 

主　　题：BLUP linear mixed-effects models measurement errors small area estimation 

摘      要：The linear mixed-effects model （LMM） is a very useful tool for analyzing cluster data. In practice, however, the exact values of the variables are often difficult to observe. In this paper, we consider the LMM with measurement errors in the covariates. The empirical BLUP estimator of the linear combination of the fixed and random effects and its approximate conditional MSE are derived. The application to the estimation of small area is provided. Simulation study shows good performance of the proposed estimators.