16 citations · 53 across the 27 of their papers we have counts for
9 papers · 1 filter
Empirical Uncertain Bayes Methods in Area-level Models
Shonosuke Sugasawa, Tatsuya Kubokawa, Kota Ogasawara
Random effects model can account for the lack of fitting a regression model and increase precision of estimating area-level means. However, in case that the synthetic mean provides…
Bayesian Estimators in Uncertain Nested Error Regression Models
Shonosuke Sugasawa, Tatsuya Kubokawa
Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model u…
Transforming response values in small area prediction
Shonosuke Sugasawa, Tatsuya Kubokawa
In real applications of small area estimation, one often encounters data with positive response values. The use of a parametric transformation for positive response values in the F…
Small Area Predictors with Dual Shrinkage of Means and Variances
Hiromasa Tamae, Tatsuya Kubokawa
The paper concerns small-area estimation in the Fay-Herriot type area-level model with random dispersions, which models the case that the sampling errors change from area to area.…
Bayesian Estimators for Small Area Models Shrinking Both Means and Variances
Shonosuke Sugasawa, Hiromasa Tamae, Tatsuya Kubokawa
For small area estimation of area-level data, the Fay-Herriot model is extensively used as a model based method. In the Fay-Herriot model, it is conventionally assumed that the sam…
Heteroscedastic Nested Error Regression Models with Variance Functions
Shonosuke Sugasawa, Tatsuya Kubokawa
The nested error regression model is a useful tool for analyzing clustered (grouped) data, and is especially used in small area estimation. The classical nested error regression mo…
A Variant of AIC based on the Bayesian Marginal Likelihood
Yuki Kawakubo, Tatsuya Kubokawa, Muni S. Srivastava
We propose information criteria that measure the prediction risk of a predictive density based on the Bayesian marginal likelihood from a frequentist point of view. We derive crite…
Consistent Estimation in Box-Cox Transformed Linear Mixed Models
Shonosuke Sugasawa, Tatsuya Kubokawa
The Box-Cox transformation is applied to the linear mixed models for analyzing positive and grouped data. The problem in using Box Cox transformation is that the maximum likelihood…
Conditional Akaike information under covariate shift with application to small area estimation
Yuki Kawakubo, Shonosuke Sugasawa, Tatsuya Kubokawa
In this study, we consider the problem of selecting explanatory variables of fixed effects in linear mixed models under covariate shift, which is when the values of covariates in t…