Mean-Squared Error Estimation in Transformed Fay–Herriot Models
变换后 Fay–Herriot 模型中的均方误差估计
Summary The problem of accurately estimating the mean-squared error of small area estimators within a Fay–Herriot normal error model is studied theoretically in the common setting where the model is fitted to a logarithmically transformed response variable. For bias-corrected empirical best linear unbiased predictor small area point estimators, mean-squared error formulae and estimators are provided, with biases of smaller order than the reciprocal of the number of small…