Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model

Mahmoud Torabi and J.N.K. Rao

Journal of Multivariate Analysis, 2013, vol. 117, issue C, 76-87

Abstract: Most of the research on small area estimation has focused on unconditional mean squared error (MSE) estimation under an assumed small area model. Datta et al. (2011) [3] studied conditional MSE estimation of a small area mean under a basic area-level model, conditional on the area-specific direct estimator. In this paper, estimation of a small area mean under a nested error linear regression model is studied, using an empirical best (or Bayes) estimator or a weighted estimator with fixed weights. We derive second-order approximations to unconditional MSE and conditional MSE given the area-specific data and obtain associated second-order correct MSE estimators. The performance of MSE estimators is studied using a simulation experiment as well as a real dataset.

Keywords: Conditional MSE; Empirical best (or Bayes) estimators; Weighted estimators (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.jmva.2013.02.008

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