Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model

DOI10.1111/SJOS.12045zbMath1416.62160OpenAlexW2129016677MaRDI QIDQ5418639

Gauri Sankar Datta, David Daniel Smith, Lixia Diao, Tapabrata Maiti, Jean D. Opsomer

Publication date: 26 May 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12045

zbMATH Keywords

confidence intervalscalibrationsmall area estimationFay-Herriot modelestimated best linear unbiased predictor

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sampling theory, sample surveys (62D05)

Related Items (8)

Corrected empirical Bayes confidence region in a multivariate Fay-Herriot model ⋮ Small area estimation with mixed models: a review ⋮ Transforming response values in small area prediction ⋮ Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval ⋮ Empirical best linear unbiased predictors in multivariate nested-error regression models ⋮ Unnamed Item ⋮ A second-order efficient empirical Bayes confidence interval ⋮ Parametric transformed Fay-Herriot model for small area estimation

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• Fast and accurate approximate double bootstrap confidence intervals
• On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
• Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals
• Robust Estimation of Mean Squared Error of Small Area Estimators
• On measuring the variability of small area estimators under a basic area level model
• The Estimation of the Mean Squared Error of Small-Area Estimators

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