Physical Sciences and Mathematics Commons^™

Log-normal linear models are widely used in applications, and many times it is of interest to predict the response variable or to estimate the mean of the response variable at the original scale for a new set of covariate values. In this paper we consider the problem of efficient estimation of the conditional mean of the response variable at the original scale for log-normal linear models. Several existing estimators are reviewed first, including the maximum likelihood (ML) estimator, the restricted ML (REML) estimator, the uniformly minimum variance unbiased (UMVU) estimator, and a bias-corrected REML estimator. We then propose two estimators …