Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data

Innocent Ngaruye, Dietrich Von Rosen and Martin Singull

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 8, 2060-2073

Abstract: In this paper, we discuss the derivation of the first and second moments for the proposed small area estimators under a multivariate linear model for repeated measures data. The aim is to use these moments to estimate the mean-squared errors (MSE) for the predicted small area means as a measure of precision. At the first stage, we derive the MSE when the covariance matrices are known. At the second stage, a method based on parametric bootstrap is proposed for bias correction and for prediction error that reflects the uncertainty when the unknown covariance is replaced by its suitable estimator.

Date: 2019
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DOI: 10.1080/03610926.2018.1444178

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