This data generated by simulation based on Hierarchical Bayesian Method under Student-t Distribution with Measurement Error by following these steps:
Generate \(x_{1}\) ~ UNIF(10, 20) and \(x_{2}\) ~ UNIF(30,50)
Generate \(v.x_{1}\) ~ 1/(Gamma(1,1))
Generate \(x_{1h}\) ~ N(\(x_{1}\)
Generate \(\beta_{0}\) = \(\beta_{1}\) = \(\beta_{2}\) = 0.5
Generate \(u\) ~ N(0,1) and \(k\) ~ Gamma(10,1)
Calculate \(\mu\) = \(\beta_{0} + \beta_{1}*x_{1h} + \beta_{2}*x_{2h} + u\)
Generate \(Y\) ~ t(\(k\), \(\mu\))) and \(v\) = \(\sigma_{y}^{2}\)
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 dataTMEHB.
data(dataTMEHB)A data frame with 30 observations on the following 8 variables.
Ydirect estimation of Y.
x1auxiliary variable of x1.
x2auxiliary variable of x2.
vardirsampling variances of Y.
v.x1mean squared error of x1.