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BLUP estimation of linear mixed-effects models with measurement errors and its applications to the estimation of small areas
Authors:Rong Zhu  Guo Hua Zou
Institution:1. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, P. R. China
Abstract:The linear mixed-effects model(LMM) is a very useful tool for analyzing cluster data.In practice,however,the exact values of the variables are often difficult to observe.In this paper,we consider the LMM with measurement errors in the covariates.The empirical BLUP estimator of the linear combination of the fixed and random effects and its approximate conditional MSE are derived.The application to the estimation of smaE area is provided.Simulation study shows good performance of the proposed estimators.
Keywords:BLUP  linear mixed-effects models  measurement errors  small area estimation
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