mmleFH: Marginal MLEs for the Fay-Herriot model

Description Usage Arguments Value Author(s) Examples

View source: R/mmleFH.R

Description

Marginal MLEs for the Fay-Herriot random effects model where the covariance matrix for the sampling model is known to scale.

Usage

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mmleFH(y, X, V, ss0 = 0, df0 = 0)

Arguments

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

Value

a list of parameter estimates including

  1. beta, the estimated regression coefficients

  2. t2, the estimate of τ^2

  3. s2, the estimate of σ^2

Author(s)

Peter Hoff

Examples

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n<-30 ; p<-3 
X<-matrix(rnorm(n*p),n,p)  
beta<-rnorm(p) 
theta<-X%*%beta + rnorm(n)  
V<-diag(n) 
y<-theta+rnorm(n) 
mmleFH(y,X,V) 

FABInference documentation built on Jan. 9, 2020, 5:08 p.m.