An assessment of empirical Bayes and composite estimators for small areas

Nicholas Longford

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

Abstract: We compare a set of empirical Bayes and composite estimators of the population means of the districts (small areas) of a country, and show that the natural modelling strategy of searching for a well fitting empirical Bayes model and using it for estimation of the area-level means can be inefficient.

Keywords: Composite estimator; empirical Bayes models; mean squared error; small-area estimation (search for similar items in EconPapers)
JEL-codes: C15 (search for similar items in EconPapers)
Date: 2006-11
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:upf:upfgen:995

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