Mean-squared error estimation in transformed Fay-Herriot models

Eric V. Slud and Tapabrata Maiti

Journal of the Royal Statistical Society Series B, 2006, vol. 68, issue 2, pages 239-257

Abstract: 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, with biases of smaller order than the reciprocal of the number of small areas. The performance of these mean-squared error estimators is illustrated by a simulation study and a real data example relating to the county level estimation of child poverty rates in the US Census Bureau's on-going 'Small area income and poverty estimation' project. Copyright 2006 Royal Statistical Society.

Date: 2006
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