mmleFHP {FABInference}

Marginal MLEs for the Fay-Herriot model with known covariance

Description

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

Usage

mmleFHP(y, X, Sigma)

Arguments

y

direct data following normal model y\sim N(\theta,\Sigma)

X

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

Sigma

covariance matrix in sampling model

Value

a list of parameter estimates including

1. beta, the estimated regression coefficients

2. t2, the estimate of \tau^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)  
Sigma<-diag(n) 
y<-theta+rnorm(n) 
mmleFHP(y,X,Sigma)