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

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