On measuring uncertainty of small area estimators with higher order accuracy

DOI10.14490/JJSS.41.93MaRDI QIDQ4905023zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

best linear unbiased predictorconfidence intervalempirical Bayes procedureFay-Herriot modelhigher-order correctionlinear mixed modelmaximum likelihood estimatormean squared errornested error regression modelrestricted maximum likelihood estimatorsmall area estimation

Mathematics Subject Classification ID

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

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• Multivariate Fay-Herriot models for small area estimation
• On measures of uncertainty of empirical Bayes small-area estimators
• 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
• Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects
• 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
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• On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate
• Adjusted closed-form confidence interval formulas for network meta-analysis with a small number of studies
• Corrected empirical Bayes confidence region in a multivariate Fay-Herriot model

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