2026-06-08T04:19:43Zhttps://docta.ucm.es/rest/oai/requestoai:docta.ucm.es:20.500.14352/242912023-08-10T19:20:00Zcom_20.500.14352_14col_20.500.14352_15
Docta Complutense
author
Marhuenda García, Yolanda
author
Morales, D.
author
Pardo Llorente, María del Carmen
2023-06-18T06:49:06Z
2023-06-18T06:49:06Z
2016-01
0233-1888
http://dx.doi.org10.1080/02331888.2015.1016026
https://hdl.handle.net/20.500.14352/24291
http://www.tandfonline.com/doi/abs/10.1080/02331888.2015.1016026
http://www.tandfonline.com/
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
eng
Tests for the variance parameter in the Fay–Herriot model
journal article
URL
https://docta.ucm.es/bitstreams/bc7140a6-a10d-4bd2-964d-708ca3f69bc7/download
File
MD5
7cec7d207a6d00bacc1788c227f365ce
455501
application/pdf
PardoCarmen25.pdf