A Review of Linear Mixed Models and Small Area Estimation

Tatsuya Kubokawa
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Tatsuya Kubokawa: Faculty of Economics, University of Tokyo

No CIRJE-F-702, CIRJE F-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: The linear mixed models (LMM) and the empirical best linear unbiased predictor (EBLUP) induced from LMM have been well studied and extensively used for a long time in many applications. Of these, EBLUP in small area estimation has been recognized as a useful tool in various practical statistics. In this paper, we give a review on LMM and EBLUP from a aspect of small area estimation. Especially, we explain why EBLUP is likely to be reliable. The reason is that EBLUP possesses the shrinkage function and the pooling effects as desirable properties, which arise from the setup of random effects and common paramers in LMM. Such important properties of EBLUP are clarified as well as some recent results of the mean squared error estimation, the confidence interval and the variable selection procedures are summarized.

Pages: 25pages
Date: 2009-12
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:tky:fseres:2009cf702

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