JSM 2005 - Toronto

Abstract #302551

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 78
Type: Invited
Date/Time: Monday, August 8, 2005 : 8:30 AM to 10:20 AM
Sponsor: Section on Survey Research Methods
Abstract - #302551
Title: On Mean Square Prediction Error Estimation in Small-Area Estimation Problems
Author(s): Shijie Chen*+ and Partha Lahiri
Companies: RTI International and University of Maryland
Address: 1615 M Street NW, Washington, DC, 20036-3209,
Keywords: Small Area Estimation ; EBLUP ; Resampling ; Mean-Squared Prediction Error ; Taylor Series
Abstract:

Throughout the last two decades, empirical best linear unbiased prediction (EBLUP) has played an important role in small-area estimation. In this paper, we obtain approximations to the resampling-based mean square error prediction error (MSPE) estimators proposed earlier in the literature. Our extensive simulation study indicates our estimators perform well compared to other rival MSPE estimators in a variety of situations.

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