A pseudo maximum likelihood approach to inference about hierarchically structured data / Milorad S. Kovacevic and Shesh N. Rai. : CS11-613/2000-4E-PDF
"An application of the pseudo maximum likelihood method is demonstrated on estimation for a mixed linear model fitted to the dependent observations coming from a hierarchical population. This approach provides a closed form solution for estimating the parameters of the mixed linear models which seems to be simpler than the iterative procedures such as iterative probability weighted least squares method of Pfeffermann et al. (1998) . We also discuss some issues relating to model and sample design hierarchies and their impact on estimation. A small simulation study showed that the proposed procedure is efficient even for small sample sizes at higher levels"--Summary.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.839040&sl=1
| Ministère/Organisme | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Titre | A pseudo maximum likelihood approach to inference about hierarchically structured data / Milorad S. Kovacevic and Shesh N. Rai. |
| Titre de la série | Working paper ; 2000-4 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "SSMD-2000-004E." "April 2000." Includes bibliographic references. Summary in French. |
| Information sur la publication | [Ottawa] : Statistics Canada, 2000. |
| Auteur / Contributeur | Kovacevic, Milorad S. Rai, Shesh Nath,1960- |
| Description | 28 p. : figures. |
| Numéro de catalogue |
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| Numéro de catalogue du ministère | 11-613E no. 2000-04 |
| Descripteurs | Methodology Statistical analysis |
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