On the design-consistency property of hierarchical Bayes estimators in finite population sam\-pling

DOI10.1214/009053606000001262zbMATH Open1117.62007arXiv0708.1890OpenAlexW2077280025MaRDI QIDQ995422FDOQ995422

Authors: Kanchan Mukherjee, P. Lahiri 

Publication date: 3 September 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: We obtain a limit of a hierarchical Bayes estimator of a finite population mean when the sample size is large. The limit is in the sense of ordinary calculus, where the sample observations are treated as fixed quantities. Our result suggests a simple way to correct the hierarchical Bayes estimator to achieve design-consistency, a well-known property in the traditional randomization approach to finite population sampling. We also suggest three different measures of uncertainty of our proposed estimator.

Full work available at URL: https://arxiv.org/abs/0708.1890

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zbMATH Keywords

small area estimationgeneralized linear mixed modelsdesign-consistencymathematical limit

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Asymptotic properties of nonparametric inference (62G20) Sampling theory, sample surveys (62D05)

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Cited In (4)

• Title not available (Why is that?)
• On the design-consistency property of hierarchical Bayes estimators in finite population sam\-pling
• Small area estimation of general parameters: Bayesian transformed spatial prediction approach
• Comments on: ``Single and two-stage cross-sectional and time series benchmarking procedures for small area estimation

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