Robust Estimation of Mean Squared Error of Small Area Estimators
From MaRDI portal
Publication:4844212
DOI10.2307/2291089zbMath0826.62008OpenAlexW4246470540MaRDI QIDQ4844212
J. N. K. Rao, Parthasarathi Lahiri
Publication date: 28 November 1995
Full work available at URL: https://doi.org/10.2307/2291089
Monte Carlorandom effectssimulation studymixed linear modelnonnormalityempirical linear Bayes estimatorborrow strengthsmall area meanssurvey estimatorsestimator of mean squared errorempirical best linear unbiased prediction estimator
Sampling theory, sample surveys (62D05) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items (40)
A unified jackknife theory for empirical best prediction with \(M\)-estimation ⋮ Conditional Akaike information criterion in the Fay-Herriot model ⋮ Small area estimation via unmatched sampling and linking models ⋮ Multivariate Fay-Herriot models for small area estimation with application to household consumption per capita expenditure in Indonesia ⋮ Small area mean estimation after effect clustering ⋮ Goodness-of-fit test with a robustness feature ⋮ On conditional prediction errors in mixed models with application to small area estimation ⋮ That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification ⋮ Small area estimation with mixed models: a review ⋮ The Fay–Herriot model for multiply imputed data with an application to regional wealth estimation in Germany ⋮ Asymptotic mean squared error of constrained James-Stein estimators ⋮ Small area shrinkage estimation ⋮ Transforming response values in small area prediction ⋮ Small Area Estimation-New Developments and Directions ⋮ Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation ⋮ Benchmarked linear shrinkage prediction in the Fay–Herriot small area model ⋮ Robust estimation of mean squared prediction error in small‐area estimation ⋮ Implementing night light data as auxiliary variable of small area estimation ⋮ Towards a Routine External Evaluation Protocol for Small Area Estimation ⋮ Robust Hierarchical Bayes Small Area Estimation for the Nested Error Linear Regression Model ⋮ Small Area Quantile Estimation ⋮ Small area estimation with spatially varying natural exponential families ⋮ Robust estimation of mean squared error matrix of small area estimators in a multivariate Fay-Herriot model ⋮ Nonparametric estimation of mean-squared prediction error in nested-error regression models ⋮ Higher-order asymptotic theory of shrinkage estimation for general statistical models ⋮ Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) ⋮ Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model ⋮ Observed best selective prediction in small area estimation ⋮ Robust generalized linear mixed models for small area estimation ⋮ On small area estimation under a sub-area level model ⋮ Penalized Weighted Least Squares to Small Area Estimation ⋮ Parametric bootstrap methods for bias correction in linear mixed models ⋮ Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation ⋮ Empirical best linear unbiased and empirical Bayes prediction in multivariate small area estimation. ⋮ Hierarchical Bayes estimation of mortality rates for disease mapping ⋮ An elastic net penalized small area model combining unit- and area-level data for regional hypertension prevalence estimation ⋮ Empirical Bayes estimation of median income of four-person families by state using time series and cross-sectional data ⋮ Parametric transformed Fay-Herriot model for small area estimation ⋮ Empirical best prediction for small-area inference based on generalized linear mixed models ⋮ Estimation of small-area proportions using covariates and survey data
This page was built for publication: Robust Estimation of Mean Squared Error of Small Area Estimators