Description Usage Arguments Value Author(s) Examples
Marginal MLEs for the Fay-Herriot random effects model where the covariance matrix for the sampling model is known to scale.
1 | mmleFH(y, X, V, ss0 = 0, df0 = 0)
|
y |
direct data following normal model y\sim N(θ,Vσ^2) |
X |
linking model predictors θ\sim N(Xβ,τ^2 I) |
V |
covariance matrix to scale |
ss0 |
prior sum of squares for estimate of σ^2 |
df0 |
prior degrees of freedom for estimate of σ^2 |
a list of parameter estimates including
beta, the estimated regression coefficients
t2, the estimate of τ^2
s2, the estimate of σ^2
Peter Hoff
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