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sigma2_b
2006 Nov 21
3
Fitting mixed-effects models with lme with fixed error term variances
...all Area Estimators using area level
models, so that I have one observation per area. I tried to fit the
following model:
Yhat_i = X beta + u_i + e_i
where Yhat is a direct estimator of the target variable, X, the area-
level covariates, u_i the random effects independent and distributed as
N(0, sigma2_u) and e_i the 'error' terms, which are distributed as N(0,
sigma2_e/n_i), where n_i is the sample size in area i.
This model should be unidentifiable because we have one observation per
group and we have to estimate two area level terms: u_i and e_i. But, to
my surprise, I have been able t...