Finite population mixed models with endogenous and exogenous measurement errors / Modelos mistos para populações finitas com erros de medida endógenos e exógenos

AUTOR(ES)

German Moreno Arenas

DATA DE PUBLICAÇÃO

2009

RESUMO

We consider optimal estimation and prediction of latent values based on data subject to endogenous and exogenous measurement errors, obtained via simple random sample from a finite population. We consider a finite population mixed model (FPMM) with endogenous and exogenous measurement errors proposed by Stanek III et al. (2004) and Stanek III &Singer (2004) and obtained the best linear unbiased predictor (BLUP) of the latent value of the i-th unit selected in the sample. When the endogenous variances are heteroscedastic, the predictor obtained under the FPMM is different than the predictor obtained with the usual mixed model, because the shrinkage constant depends on the average of the individual variances. We consider simulation studies to compare the predictor obtained under the usual mixed model (used according to the usual interpretation) with the predictor obtained under the FPMM, and show that the former is biased, but usually presents smaller (or slightly larger) mean squared error (MSE) than the predictor obtained under the FPMM. Additionally, we indicate how two commonly used statistical software packages (SASs Proc MIXED and Rs lme(nlme) ) may be employed to fit mixed models in situations with heteroscedastic or homoscedastic exogenous and endogenous errors.

ASSUNTO(S)

finite population blue blue mixed models modelos mistos blup erros de medida população finita. measurement errors blup

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