GLS Estimation and Empirical Bayes Prediction for Linear Mixed Models with Heteroskedasticity and Sampling Weights : A Background Study for the POVMAP Project
This note adapts results by Huang and Hidiroglou (2003) on Generalized Least Squares estimation and Empirical Bayes prediction for linear mixed models with sampling weights. The objective is to incorporate these results into the poverty mapping app...
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| Format: | Policy Research Working Paper |
| Language: | English en_US |
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World Bank Group, Washington, DC
2014
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| Online Access: | http://documents.worldbank.org/curated/en/2014/09/20197348/gls-estimation-empirical-bayes-prediction-linear-mixed-models-heteroskedasticity-sampling-weights-background-study-povmap-project http://hdl.handle.net/10986/20332 |