  Relative error approaches are more of concern compared to absolute error ones
such as the least square and least absolute deviation, when it needs scale
invariant of output variable, for example with analyzing stock and survival
data. An h-relative error estimation method via the h-likelihood is developed
to avoid heavy and intractable integration for a multiplicative regression
model with random effect. Statistical properties of the parameters and random
effect in the model are studied. To estimate the parameters, we propose an
h-relative error computation procedure. Numerical studies including simulation
and real examples show the proposed method performs well.
