A Small Area Predictor under Area-Level Linear Mixed Models with Restrictions

DOI10.1080/03610926.2011.648000zbMath1270.62100OpenAlexW2152204294MaRDI QIDQ2920057

Luis Nobre Pereira, Pedro Simões Coelho

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.648000

zbMATH Keywords

best linear unbiased predictionsmall area estimationlinear mixed modelcalibrated predictormean squared prediction error of the calibrated predictor

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Related Items (11)

Gilmour's approach to mixed and stochastic restricted ridge predictions in linear mixed models ⋮ Kernel Liu prediction approach in partially linear mixed measurement error models ⋮ The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions ⋮ Stochastic restricted Liu predictors in linear mixed models ⋮ Stochastic restricted Liu estimator in linear mixed measurement error models ⋮ A further prediction method in linear mixed models: Liu prediction ⋮ Adaptation of the jackknifed ridge methods to the linear mixed models ⋮ Principal components regression and \(r-k\) class predictions in linear mixed models ⋮ The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models ⋮ Improving prediction by means of a two parameter approach in linear mixed models ⋮ Improvement of mixed predictors in linear mixed models

Cites Work

• Benchmarked estimates in small areas using linear mixed models with restrictions
• Linear and generalized linear mixed models and their applications.
• Small area estimation: an appraisal. With comments and a rejoinder by the authors
• On measures of uncertainty of empirical Bayes small-area estimators
• A unified jackknife theory for empirical best prediction with \(M\)-estimation
• Mean squared error of empirical predictor.
• Unbiasedness of two-stage estimation and prediction procedures for mixed linear models
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Small‐area estimation by combining time‐series and cross‐sectional data
• A pseudo-empirical best linear unbiased prediction approach to small area estimation using survey weights
• Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
• The Estimation of the Mean Squared Error of Small-Area Estimators

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