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
1 | mmleFHP(y, X, Sigma)
|
y |
direct data following normal model y\sim N(θ,Σ) |
X |
linking model predictors θ\sim N(Xβ,τ^2 I) |
Sigma |
covariance matrix in sampling model |
a list of parameter estimates including
beta, the estimated regression coefficients
t2, the estimate of τ^2
Peter Hoff
1 2 3 4 5 6 7 |
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