mmleFH {FABInference}

Marginal MLEs for the Fay-Herriot model

Description

Marginal MLEs for the Fay-Herriot random effects model where the covariance matrix for the sampling model is known to scale.

Usage

mmleFH(y, X, V, ss0 = 0, df0 = 0)

Arguments

y

direct data following normal model y\sim N(\theta,V\sigma^2)

X

linking model predictors \theta\sim N(X\beta,\tau^2 I)

V

covariance matrix to scale

ss0

prior sum of squares for estimate of \sigma^2

df0

prior degrees of freedom for estimate of \sigma^2

Value

a list of parameter estimates including

1. beta, the estimated regression coefficients

2. t2, the estimate of \tau^2

3. s2, the estimate of \sigma^2

Author(s)

Peter Hoff

Examples

 
n<-30 ; p<-3 
X<-matrix(rnorm(n*p),n,p)  
beta<-rnorm(p) 
theta<-X%*%beta + rnorm(n)  
V<-diag(n) 
y<-theta+rnorm(n) 
mmleFH(y,X,V)