Mean-squared error estimation in transformed Fay-Herriot models
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چکیده
منابع مشابه
Mean-squared error estimation in transformed Fay–Herriot models
The problem of accurately estimating the mean-squared error of small area estimators within a Fay–Herriot normal error model is studied theoretically in the common setting where the model is fitted to a logarithmically transformed response variable. For bias-corrected empirical best linear unbiased predictor small area point estimators, mean-squared error formulae and estimators are provided, w...
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The problem of accurately estimating the Mean Squared Error (MSE) of Small Area Estimators (SAE’s) within a Fay-Herriot (1979) normal-error model is studied theoretically in the common setting where the model is fitted to a logarithmically transformed response variable. For bias-corrected EBLUP small-area point estimators, MSE formulas and estimators are provided, with biases of smaller order t...
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Consider the small area estimation when positive area-level data like income, revenue, harvests or production are available. Although a conventional method is the logtransformed Fay-Herriot model, the log-transformation is not necessarily appropriate. Another popular method is the Box-Cox transformation, but it has drawbacks that the maximum likelihood estimator (ML) of the transformation param...
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Introduction Multivariate Fay–Herriot models for estimating small area indicators are introduced. Among the available procedures for fitting linear mixed models, the residual maximum likelihood (REML) is employed. The empirical best predictor (EBLUP) of the vector of area means is derived. An approximation to the matrix of mean squared crossed prediction errors (MSE) is given and four MSE estim...
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Small area estimation has received enormous attention in recent years due to its wide range of application, particularly in policy making decisions. The variance based on direct sample size of small area estimator is unduly large and there is a need of constructing model based estimator with low mean squared prediction error (MSPE). Estimation of MSPE and in particular the bias correction of MS...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2006
ISSN: 1369-7412,1467-9868
DOI: 10.1111/j.1467-9868.2006.00542.x