Parametric bootstrap mean squared error of a small area multivariate EBLUP

DOI10.1080/03610918.2018.1498889MaRDI QIDQ5086301zbMATH OpenOpenAlexWikidataFDO

Authors Angelo Moretti, Natalie Shlomo, Joseph W. Sakshaug

Publication date 5 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://e-space.mmu.ac.uk/625178/3/Bootstrap_Accepted_Version.pdf

zbMATH Keywords

model-based inferencemultivariate empirical best linear unbiased predictormultivariate multilevel modelsmultivariate small area estimationresampling

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model
• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Bootstrap mean squared error of a small-area EBLUP
• Empirical best linear unbiased and empirical Bayes prediction in multivariate small area estimation.
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• Maximum likelihood estimation of models for residual covariance in spatial regression
• Mean squared error of empirical predictor.
• Mean-squared errors of small-area estimators under a unit-level multivariate model
• Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• Resistance to Outliers of M-Quantile and Robust Random Effects Small Area Models
• Small area estimation
• The bootstrap and Edgeworth expansion
• The Estimation of the Mean Squared Error of Small-Area Estimators
• Unbiasedness of two-stage estimation and prediction procedures for mixed linear models
• Uncertainty under a multivariate nested-error regression model with logarithmic transforma\-tion
• Uniform asymptotic normality of the maximum likelihood estimator

Cited in

(4)

• On Parametric Bootstrap Methods for Small Area Prediction
• Multivariate Small Area Estimation of Multidimensional Latent Economic Well‐being Indicators
• Computing multidimensional composite indicators for small areas in presence of missing variables: a data integration approach
• The efficiency of bivariate Fay-Herriot small area estimators

Describes a project that uses

Uses Software

• bootstrap
• sae

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