GLS Estimation and Empirical Bayes Prediction for Linear Mixed Models with Heteroskedasticity and Sampling Weights : A Background Study for the POVMAP Project

This note adapts results by Huang and Hidiroglou (2003) on Generalized Least Squares estimation and Empirical Bayes prediction for linear mixed models with sampling weights. The objective is to incorporate these results into the poverty mapping app...

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Bibliographic Details
Main Author: van der Weide, Roy
Language:English
en_US
Published: World Bank Group, Washington, DC 2014
Subjects:
RA
Online Access:http://documents.worldbank.org/curated/en/2014/09/20197348/gls-estimation-empirical-bayes-prediction-linear-mixed-models-heteroskedasticity-sampling-weights-background-study-povmap-project
http://hdl.handle.net/10986/20332