Resampling-based empirical prediction: an application to small area estimation

DOI10.1093/BIOMET/ASM035zbMATH Open1132.62017arXivmath/0604513OpenAlexW2052196276MaRDI QIDQ5449367FDOQ5449367

Myron Katzoff, Van L. Parsons, Tapabrata Maiti, Soumendra N. Lahiri

Publication date: 11 March 2008

Published in: Biometrika (Search for Journal in Brave)

Abstract: Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the literature is sparse for nonlinear mixed models under nonnormality of the error or of the mixing distributions. This article develops a resampling based unified approach for predicting mixed effects under a generalized mixed model set up. Second order accurate nonnegative estimators of mean squared prediction errors are also developed. Given the parametric model, the proposed methodology automatically produces estimates of the small area parameters and their MSPEs, without requiring explicit analytical expressions for the MSPE.

Full work available at URL: https://arxiv.org/abs/math/0604513

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zbMATH Keywords

bootstrapkernelmean squared prediction errorbest predictor

Mathematics Subject Classification ID

Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Cited In (7)

• Empirical best prediction under area-level Poisson mixed models
• Empirical best prediction for small area inference with binary data
• Small area prediction for a unit-level lognormal model
• Resampling-based bias-corrected time series prediction
• Bootstrap based Trans-Gaussian Kriging
• Jackknife estimation of mean squared error of small area predictors in nonlinear mixed models
• Small area prediction of quantiles for zero-inflated data and an informative sample design

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