A unified jackknife theory for empirical best prediction with M-estimation
基于 M 估计的经验最优预测统一刀切理论
The paper presents a unified jackknife theory for a fairly general class of mixed models which includes some of the widely used mixed linear models and generalized linear mixed models as special cases. The paper develops jackknife theory for the important, but so far neglected, prediction problem for the general mixed model. For estimation of fixed parameters, a jackknife method is considered for a general class of M-estimators which includes the maximum likelihood, residual…