GLS Estimation and Empirical Bayes Prediction for Linear Mixed Models with Heteroskedasticity and Sampling Weights: A Background Study for the Povmap Project
14 Pages Posted: 20 Apr 2016
Date Written: September 1, 2014
This note adapts results by Huang and Hidiroglou (2003) on Generalized Least Squares estimation and Empirical Bayes prediction for linear mixed models with sampling weights. The objective is to incorporate these results into the poverty mapping approach put forward by Elbers et al. (2003). The estimators presented here have been implemented in version 2.5 of POVMAP, the custom-made poverty mapping software developed by the World Bank.
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