Estimation of mean squared error of model-based small area estimators

被引：28

作者：

Datta, Gauri Sankar ^{[2
]}

Kubokawa, Tatsuya ^{[3
]}

Molina, Isabel ^{[4
]}

Rao, J. N. K. ^{[1
]}

机构：

[1] Carleton Univ, Sch Math & Stat, Ottawa, ON K1S 5B6, Canada

[2] Univ Georgia, Dept Stat, Athens, GA 30602 USA

[3] Univ Tokyo, Fac Econ, Bunkyo Ku, Tokyo 1130033, Japan

[4] Univ Carlos III Madrid, Dept Stat, E-28903 Getafe, Madrid, Spain

来源：

TEST | 2011年 / 20卷 / 02期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Empirical best prediction; Fay-Herriot model; Mean squared error; Weighted estimators;

D O I：

10.1007/s11749-010-0206-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Estimation of small area means under a basic area level model is studied, using an empirical Bayes (best) estimator or a weighted estimator with fixed weights. Mean squared errors (MSEs) of the estimators and nearly unbiased (or exactly unbiased) estimators of MSE are derived under three different approaches: design based (approach 1), unconditional model based (approach 2) and conditional model based (approach 3). Performance of MSE estimators under the three approaches with respect to relative bias and coefficient of variation is also studied, using a simulation experiment.

引用

页码：367 / 388

页数：22

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