RT Journal Article
T1 Tests for the variance parameter in the Fay–Herriot model
A1 Marhuenda García, Yolanda
A1 Morales, D.
A1 Pardo Llorente, María del Carmen
AB The Fay-Herriot model is a linear mixed model that plays a relevant role in small area estimation (SAE). Under the SAE set-up, tools for selecting an adequate model are required. Applied statisticians are often interested on deciding if it is worthwhile to use a mixed effect model instead of a simpler fixed-effect model. This problem is not standard because under the null hypothesis the random effect variance is on the boundary of the parameter space. The likelihood ratio test and the residual likelihood ratio test are proposed and their finite sample distributions are derived. Finally, we analyse their behaviour under simulated scenarios and we also apply them to real data
PB Taylor & Francis
SN 0233-1888
YR 2016
FD 2016-01
LK https://hdl.handle.net/20.500.14352/24291
UL https://hdl.handle.net/20.500.14352/24291
LA eng
DS Docta Complutense
RD 26 abr 2025