This data generated by simulation based on Hierarchical Bayesian Method under Normal Distribution with Measurement Error by following these steps:
Generate \(x_{1}\) ~ UNIF(0, 1), \(x_{2}\) ~ UNIF(1,5), \(x_{3}\) ~ UNIF(10,15), and \(x_{4}\) ~ UNIF(10,20)
Generate \(v.x_{1}\) ~ Gamma(1,1) and \(v.x_{2}\) ~ Gamma(2,1)
Generate \(x_{1h}\) ~ N(\(x_{1}\), sqrt(\(v.x_{1}\))) and \(x_{2h}\) ~ N(\(x_{2}\), sqrt(\(v.x_{2}\)))
Generate \(\beta_{0}\), \(\beta_{1}\), \(\beta_{2}\), \(\beta_{3}\), and \(\beta_{4}\)
Generate \(u\) ~ N(0,1) and \(v\) ~ 1/(Gamma(1,1))
Calculate \(\mu\) = \(\beta_{0} + \beta_{1}*x_{1h} + \beta_{2}*x_{2h} + \beta_{3}*x_{3} + \beta_{4}*x_{4} + u\)
Generate \(Y\) ~ N(\(\mu\), sqrt(\(v\)))
Direct estimation Y, auxiliary variables x1 x2 x3 x4, sampling variance v, and mean squared error of auxiliary variables v.x1 v.x2 are arranged in a dataframe called dataHBME.
data(dataHBME)A data frame with 30 observations on the following 8 variables.
Ydirect estimation of Y.
x1auxiliary variable of x1.
x2auxiliary variable of x2.
x3auxiliary variable of x3.
x4auxiliary variable of x4.
vardirsampling variances of Y.
v.x1mean squared error of x1.
v.x2mean squared error of x2.