samplics-org/samplics

Enhancement: Add MIVQUE0 estimation method for EBLUP area model

Opened this issue · 1 comments

jerinv commented

In the SAS software suite, in addition to REML and ML estimation methods, there is an option to use the MIVQUE0 method to estimate the covariance parameters in mixed linear models. The MIVQUE0 specification performs minimum variance quadratic unbiased estimation. See SAS documentation.

I have found this method helpful when REML and ML fail to converge. Would it be possible to include this as an option for the "method" attribute for the EblupAreaModel?

Also, thank you so much for developing this package. I was having trouble finding any work done on small area estimation methods in Python, and ran across your work on this.

Hi @jerinv, I will look into adding MIVQUE0 and thank you for sharing the reference docs.