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:: Volume 7, Issue 2 (3-2014) ::
JSS 2014, 7(2): 249-268 Back to browse issues page
Iterative Estimation of Parameters in Multilevel Models with Measurement Errors
Hashem Mahmoudnejad, Mousa Golalizadeh *
Abstract:   (14682 Views)
Although the measurement error exists in the most scientific experiments, in order to simplify the modeling, its presence is usually ignored in statistical studying. In this paper, various approaches on estimating the parameters of multilevel models in presence of measurement error are studied. In addition, to improve the parameter estimates in this case, a new method is proposed which has high precision and reasonable convergence rate in compare with previous common approaches. Also, the performance of the proposed method as well as usual approaches are evaluated and compared using simulation study and analyzing real data of the income-expenditure of some households in Tehran city in 2008.
Keywords: Multilevel Models, Measurement Error, Iterative Algorithms, Simulation Extrapolation, Income-Expenditure Data
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Type of Study: Research | Subject: Theoritical Statistics
Received: 2012/12/6 | Accepted: 2014/03/9 | Published: 2014/03/9
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Mahmoudnejad H, Golalizadeh M. Iterative Estimation of Parameters in Multilevel Models with Measurement Errors. JSS 2014; 7 (2) :249-268
URL: http://jss.irstat.ir/article-1-164-en.html

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Volume 7, Issue 2 (3-2014) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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