On the properties of EBP for a class of models with correlated random effects and longitudinal data

MaÅ‚gorzata Karolina Krzciuk

Open Conference Systems, ITACOSM 2019 - Survey and Data Science

MaÅ‚gorzata Karolina Krzciuk

Building: Learning Center Morgagni
Room: Aula Magna 327
Date: 2019-06-05 04:20 PM – 06:00 PM
Last modified: 2019-05-23

Abstract

We consider the problem of prediction for small area under a linear mixed model with correlated random effects and longitudinal data. In the simulation study we analyze properties of proposed Empirical Best Predictors under the model with random effects specific for domains, taking into account the influence of occurrence of a correlation between them. Additionally, we analyze a problem of influence of the estimation of model parameters on MSEs of studied predictors. The Monte Carlo simulation analyses are prepared in R language (R development Core Team (2019)) and based on real data from the Local Data Bank of Statistics Poland.