Search Results - subject:"Variance component"

An empirical study of hierarchical Bayes small area estimators using different priors for model variances

You, Yong - In: Statistics in transition : an international journal of … 24 (2023) 4, pp. 169-178

In this paper, we study hierarchical Bayes (HB) estimators based on different priors for small area estimation. In particular, we use inverse gamma and flat priors for variance components in the HB small area models of You and Chapman (2006) and You (2021). We evaluate the HB estimators through...

Persistent link: https://www.econbiz.de/10015115089

Modelling spatial correlation between earthquake insured losses in New Zealand : a mixed-effects analysis

Di Lascio, F. Marta L.; Noy, Ilan; Perazzini, Selene - 2022

Persistent link: https://www.econbiz.de/10014232107

Hierarchical credibility pseudo-estimators

Rosenlund, Stig - In: Scandinavian actuarial journal 2022 (2022) 6, pp. 552-564

Persistent link: https://www.econbiz.de/10013370721

Relative importance of time, country and bank-specific effects on bank performance : a three-level hierarchical approach

Mabe, Queen Magadi; Simo-Kengne, Beatrice D. - In: African review of economics and finance : AREF : the … 16 (2024) 1, pp. 122-146

Persistent link: https://www.econbiz.de/10015327575

On the matter of how much industry matters

Wang, Haifeng; Coff, Russell - In: Strategic management review : SMR 3 (2022) 2, pp. 295-323

Persistent link: https://www.econbiz.de/10013465163

On the inefficiency of the restricted maximum likelihood

Longford, Nicholas - Department of Economics and Business, Universitat … - 2014

The restricted maximum likelihood is preferred by many to the full maximum likelihood for estimation with variance … component and other random coefficient models, because the variance estimator is unbiased. It is shown that this unbiasedness is …

Persistent link: https://www.econbiz.de/10010756290

Importance of the macroeconomic variables for variance prediction A GARCH-MIDAS approach

Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - Knut Wicksells centrum för finansvetenskap, … - 2013

-term variance component. Moreover, the GARCH-MIDAS model augmented with the first principal component outperforms all other …

Persistent link: https://www.econbiz.de/10010818798

Credibility pseudo-estimators

Rosenlund, Stig - In: Scandinavian actuarial journal (2018) 9, pp. 770-791

Persistent link: https://www.econbiz.de/10011939743

Untangling the predictive nomological validity of employee engagement : partitioning variance in employee engagement using job attitude

Shuck, Brad; Nimon, Kim; Zigarmi, Drea - In: Group & organization management : an international journal 42 (2017) 1, pp. 79-112

Persistent link: https://www.econbiz.de/10011637761

Robust Henderson III estimators of variance components in the nested error model

Pérez, Betsabé; Peña, Daniel; Molina, Isabel - Departamento de Estadistica, Universidad Carlos III de … - 2011

Common methods for estimating variance components in Linear Mixed Models include Maximum Likelihood (ML) and Restricted Maximum Likelihood (REML). These methods are based on the strong assumption of multivariate normal distribution and it is well know that they are very sensitive to outlying...

Persistent link: https://www.econbiz.de/10009394373