On measuring uncertainty of small area estimators with higher order accuracy

DOI10.14490/JJSS.41.93zbMATH Open1403.62021OpenAlexW2281133124MaRDI QIDQ4905023FDOQ4905023

Authors: Tatsuya Kubokawa 

Publication date: 14 February 2013

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://www.jstage.jst.go.jp/A_PRedirectJournalInit?sryCd=jjss&kijiCd=41_93&screenID=AF06S010&noVol=41&noIssue=2

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zbMATH Keywords

confidence intervalFay-Herriot modelsmall area estimationmean squared errorlinear mixed modelmaximum likelihood estimatorrestricted maximum likelihood estimatorbest linear unbiased predictorhigher-order correctionnested error regression modelempirical Bayes procedure

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05)

Cited In (11)

• Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
• Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
• Title not available (Why is that?)
• Corrected empirical Bayes confidence region in a multivariate Fay-Herriot model
• Multivariate Fay-Herriot models for small area estimation
• On measures of uncertainty of empirical Bayes small-area estimators
• On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate
• Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects
• A class of general adjusted maximum likelihood methods for desirable mean squared error estimation of EBLUP under the Fay-Herriot small area model
• Dominance properties of constrained Bayes and empirical Bayes estimators
• Adjusted closed-form confidence interval formulas for network meta-analysis with a small number of studies

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