Quantile of Absolute Prediction Errors
Estimated covariance matrix of predicted random effects
Monte Carlo simulation study of accuracy of estimators of accuracy mea...
Monte Carlo simuation study of accuracy of predictors under the misspe...
Modification of the values of the variables in the dataset
Test of normality of the dependent variable
PLUG-IN predictor based on the linear mixed model
print the value of EBLUP predictor
print the value of ebpLMMne predictor
print the value of plugInLMM predictor
quantile NaN
Bootstrap sample of predicted random effects
Summary of EBLUP prediction
Summary of ebpLMMne prediction
Summary of plugInLMM prediction
Matrix Z creator
Parametric bootstrap estimators of prediction accuracy
Parametric bootstrap estimators of prediction accuracy - parallel comp...
Parametric bootstrap estimators of prediction accuracy - parallel comp...
Parametric bootstrap estimators of prediction accuracy under the missp...
Residual bootstrap estimators of prediction accuracy
Residual bootstrap estimators of prediction accuracy - parallel comput...
Residual bootstrap estimators of prediction accuracy under the misspec...
Correction term for predicted random effects
Correction of predicted random components
Correction of predicted random effects
Double bootstrap estimators of prediction accuracy
Double bootstrap estimators of prediction accuracy - parallel computin...
Double bootstrap estimators of prediction accuracy under the misspecif...
Empirical Best Linear Unbiased Predictor
Empirical Best Predictor based on the nested error linear mixed model
Empirical covariance matrix of predicted random effects
Estimates QAPE using bootstrap procedures. The residual, parametric and double bootstrap is used. The test of normality using Cholesky decomposition is added. Y pop is defined.