On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy

DOI10.14490/JJSS.41.93zbMath1403.62021OpenAlexW2281133124MaRDI QIDQ4905023

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

mean squared errormaximum likelihood estimatorconfidence intervalsmall area estimationlinear mixed modelrestricted maximum likelihood estimatorFay-Herriot modelbest linear unbiased predictorhigher-order correctionnested error regression modelempirical Bayes procedure

Mathematics Subject Classification ID

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

Related Items (6)

Multivariate Fay-Herriot models for small area estimation ⋮ 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 ⋮ Dominance properties of constrained Bayes and empirical Bayes estimators ⋮ On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate

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