Estimation of structural parameters in crossed classification credibility model using linear mixed models

被引：0

作者：

Fung, Wing K. ^{[1
]}

Xu, Xiaochen ^{[1
]}

机构：

[1] Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China

来源：

COMPSTAT 2008: PROCEEDINGS IN COMPUTATIONAL STATISTICS | 2008年

关键词：

linear mixed model; crossed classification credibility model; maximum likelihood estimator; restricted maximum likelihood estimator; SAS;

D O I：

10.1007/978-3-7908-2084-3_20

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper, the linear mixed model is used under the Dannenburg's two-way crossed classification model. Maximum likelihood (ML) and restricted maximum likelihood (REML) methods are employed to estimate the structural parameters with both independent and exchangeable error structures. Evidenced by results of simulation studies, the proposed linear mixed effects estimators appear to outperform those given by Dannenburg with both independent and exchangeable error structures.

引用

页码：241 / 251

页数：11

共 50 条

[21] Approximate estimation in generalized linear mixed models with applications to the Rasch model
Feddag, ML
Mesbah, M
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2006, 51 (02) : 269 - 278
[22] THE USE OF EQUIVALENT LINEAR-MODELS IN MIXED MODEL ESTIMATION AND PREDICTION
HENDERSON, CR
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1988, 17 (04) : 969 - 982
[23] Prior elicitation for model selection and estimation in generalized linear mixed models
Chen, MH
Ibrahim, JG
Shao, QM
Weiss, RE
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2003, 111 (1-2) : 57 - 76
[24] ESTIMATION OF PARAMETERS IN LINEAR-MODELS
STEPNIAK, C
BULLETIN DE L ACADEMIE POLONAISE DES SCIENCES-SERIE DES SCIENCES MATHEMATIQUES ASTRONOMIQUES ET PHYSIQUES, 1974, 22 (11): : 1151 - 1154
[25] Minimax estimation of deterministic parameters in linear models with a random model matrix
Eldar, YC
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2006, 54 (02) : 601 - 612
[26] Estimation of group means using Bayesian generalized linear mixed models
LaLonde, Amy
Qu, Yongming
PHARMACEUTICAL STATISTICS, 2020, 19 (04) : 482 - 491
[27] Reliable estimation of generalized linear mixed models using adaptive quadrature
Rabe-Hesketh, Sophia
Skrondal, Anders
Pickles, Andrew
STATA JOURNAL, 2002, 2 (01): : 1 - 21
[28] Effect of Smoothing in Generalized Linear Mixed Models on the Estimation of Covariance Parameters for Longitudinal Data
Mullah, Muhammad Abu Shadeque
Benedetti, Andrea
INTERNATIONAL JOURNAL OF BIOSTATISTICS, 2016, 12 (02): : 1 - 19
[29] Estimation of growth parameters using a nonlinear mixed Gompertz model
Wang, Z
Zuidhof, MJ
POULTRY SCIENCE, 2004, 83 (06) : 847 - 852
[30] Simultaneous inference for linear mixed model parameters with an application to small area estimation
Reluga, Katarzyna
Lombardia, Maria-Jose
Sperlich, Stefan
INTERNATIONAL STATISTICAL REVIEW, 2023, 91 (02) : 193 - 217

← 1 2 3 4 5 →