GLS Estimation and Empirical Bayes Prediction for Linear Mixed Models with Heteroskedasticity and Sampling Weights : A Background Study for the POVMAP Project

van der Weide, Roy

World Bank Group, Washington, DC

关键词: CAPITA CONSUMPTION;    DEVELOPMENT RESEARCH;    ESTIMATORS;    GEOGRAPHIC TARGETING;    HOUSEHOLD INCOME;   

DOI  :  10.1596/1813-9450-7028
RP-ID  :  WPS7028

学科分类：社会科学、人文和艺术（综合）

来源: World Bank Open Knowledge Repository

【 摘 要 】

This note adapts results by Huang andHidiroglou (2003) on Generalized Least Squares estimationand Empirical Bayes prediction for linear mixed models withsampling weights. The objective is to incorporate theseresults into the poverty mapping approach put forward byElbers et al. (2003). The estimators presented here havebeen implemented in version 2.5 of POVMAP, the custom-madepoverty mapping software developed by the World Bank.