Estimation of Mean Squared Error of Model-Based Small Area Estimators Articles uri icon

published in

publication date

  • August 2011

start page

  • 367

end page

  • 388

issue

  • 2

volume

  • 20

international standard serial number (ISSN)

  • 1133-0686

electronic international standard serial number (EISSN)

  • 1863-8260

abstract

  • Estimation of small area means under a basic area level model is studied, using an empirical Bayes (best) estimator or a weighted estimator with fixed weights. Mean squared errors (MSEs) of
    the estimators and nearly unbiased (or exactly unbiased) estimators
    of MSE are derived under three different approaches: design
    based (approach 1), unconditional model based (approach 2) and
    conditional model based (approach 3). Performance of MSE
    estimators under the three approaches with respect to relative bias
    and coefficient of variation is also studied, using a
    simulation experiment.