Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval

DOI10.1016/j.csda.2017.07.002zbMath1466.62096arXiv1607.04407OpenAlexW2482336110MaRDI QIDQ1658404

Masayo Yoshimori Hirose

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.04407

zbMATH Keywords

confidence intervalsmall area estimationlinear mixed modelFay-Herriot modelempirical best linear unbiased predictionadjusted maximum-likelihood method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15)

Related Items (5)

Corrected empirical Bayes confidence region in a multivariate Fay-Herriot model ⋮ Small area estimation with mixed models: a review ⋮ Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models ⋮ Unnamed Item ⋮ A class of general adjusted maximum likelihood methods for desirable mean squared error estimation of EBLUP under the Fay-Herriot small area model

Uses Software

• BayesDA

Cites Work

• Unnamed Item
• A new adjusted maximum likelihood method for the Fay-Herriot small area model
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• An adjusted maximum likelihood method for solving small area estimation problems
• Small Area Estimation
• On Parametric Bootstrap Methods for Small Area Prediction
• Data Analysis Using Stein's Estimator and its Generalizations
• On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
• Numerical Comparison Between Different Empirical Prediction Intervals Under the Fay-Herriot Model
• On measuring the variability of small area estimators under a basic area level model
• Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model
• The Estimation of the Mean Squared Error of Small-Area Estimators

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