Small‐area estimation by combining time‐series and cross‐sectional data

DOI10.2307/3315407zbMath0819.62014OpenAlexW2069009054MaRDI QIDQ4698389

M. Yu, J. N. K. Rao

Publication date: 17 May 1995

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

Full work available at URL: https://semanticscholar.org/paper/0ebe2b451fed433d3ca0ea0718e7a294e8081bab

zbMATH Keywords

efficiencyaccuracysimulation resultssecond-order approximationtime-seriesFay-Herriot modelcross-sectional datatwo-stage estimatorsampling errorsknown autocorrelationBLUP estimatorsautocorrelated random effectsbest linear unbiased prediction estimatorestimator of mean squared errorknown block-diagonal covariance matrixsmall- area estimationunknown autocorrelation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sampling theory, sample surveys (62D05)

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Uses Software

• saery
• sapa

Cites Work

• Unnamed Item
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• Bayesian prediction in linear models: Applications to small area estimation
• Small area estimation: an appraisal. With comments and a rejoinder by the authors
• Transformations for Estimation of Linear Models with Nested-Error Structure
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Postcensal Estimates for Local Areas (Or Domains)
• Analysis of Repeated Surveys Using Time Series Methods
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Small Domain Estimation: A Conditional Analysis
• Nested Analysis of Variance with Autocorrelated Errors
• The Estimation of the Mean Squared Error of Small-Area Estimators
• Introduction to variance estimation

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