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Prediction in the two-way random-effect model with heteroskedasticity

✍ Scribed by Eugene Kouassi; Kern O. Kymn

Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
227 KB
Volume
27
Category
Article
ISSN
0277-6693

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✦ Synopsis

Abstract

In this paper we extend Taub (1979) approach for prediction in the context of the variance components model. The extension obtained is based on the two‐way random‐effect model with heteroskedasticity. Prediction functions are then obtained in three heteroskedasticity cases (heteroskedasticity on the individual term
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, heteroskedasticity on the composite term Ο΅~it~, and heteroskedasticity on the temporal term
equation image
).  Copyright Β© 2008 John Wiley & Sons, Ltd.

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