Bootstrap for estimating the MSE of the spatial EBLUP
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Linear regression models with correlated random effects are considered for spatial data modeling. An empirical best linear unbiased predictor (EBLUP) and its mean square error (MSE) are discussed. Three approaches to EBLUP MSE estimation are considered: plug-in with analytic approximations, and parametric and nonparametric bootstrap. These approaches are compared via simulations.
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Cites work
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- Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model
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- scientific article; zbMATH DE number 2020395 (Why is no real title available?)
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Cited in
(16)- Mean squared prediction error in the spatial linear model with estimated covariance parameters
- Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model
- Small area estimation with spatio-temporal Fay-Herriot models
- On longitudinal moving average model for prediction of subpopulation total
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