Small area estimation under fay-herriot models with non-parametric estimation of heteroscedasticity

Statistical Modelling

Volumn 10, Issue 2, 2010, Pages 215-239

  Gonzalez Manteiga W ^a   Lombardia M J ^b   Molina, I ^c   Morales, D ^d   Santamaria L ^d  

^a UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

^b UNIVERSITY OF A CORUÑA   (Spain)

^c UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^d MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

Author keywords

Bandwidth parameter; Bootstrap; Kernel estimation; Linear mixed model; Small area estimation

Indexed keywords

EID: 77953221454     PISSN: 1471082X     EISSN: 14770342     Source Type: Journal    
DOI: 10.1177/1471082X0801000206     Document Type: Article

References (15)

1. Butar FB and Lahiri P (2003) On measures of uncertainty of empirical Bayes small-area estimatorsJournal of Statistical Planning and Inference, 112, 63-76.
2. Carroll RJ (1982) Adapting for heteroscedasticity in linear modelsThe Annals of Statistics, 10, 1224-33.
3. Fay RE and Herriot RA (1979) Estimation of income from small places: an application of James-Stein procedures to census dataJournal of the American Statistical Association, 74, 269-77.
4. González-Manteiga W, Lombardía, MJ, Molina I, Morales D, Santamaria L (2007) Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed modelComputational Statistics & Data Analysis, 51, 2720-33.
5. González-Manteiga W, Lombardía MJ, Molina I, Morales D, Santamaria L (2008) Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot modelComputational Statistics & Data Analysis, 52, 5242-52.
6. Hall P and Maiti T (2006a) On parametric bootstrap methods for small area prediction. Journal of the Royal Statistical Society, Series B, 68, 221-38.
7. Hall P and Maiti T (2006b) Nonparametric estimation of mean-squared prediction error in nested-error regression models. The Annals of Statistics, 34, 1133-750.
8. Härdle W and Marron JS (1991) Bootstrap simultaneous error bars for nonparametric regressionAnnals of Statistics, 19, 778-96.
9. Henderson CR (1975) Best linear unbiased estimation and prediction under selection modelBiometrics, 31, 423-27.
10. Jiang J and Lahiri P (2006) Mixed model prediction and small area estimationTest, 15, 111-207.
11. Jiang J, Lahiri P and Wan S (2002) A unified jackknife theory for empirical best prediction with M-estimationThe Annals of Statistics, 30, 1782-810.
12. Pfeffermann D and Tiller R (2005) Bootstrap approximation to prediction MSE for state-space models with estimated parametersJournal of Time Series Analysis, 26, 893-916.
13. Prasad NGN and Rao JNK (1990) The estimation of the mean squared error of small-area estimatorsJournal of the American Statistical Association, 85, 163-71.
14. Rao JNK (2003) Small area estimation. Hoboken, NJ: John Wiley.
15. Särndal C-E, Swensson B and Wretman J (1992) Model assisted survey sampling. New York: Springer.