The Mean Squared Error of Small Area Predictors Constructed With Estimated Area Variances
使用估计区域方差构造的小区域预测量的均方误差
In the small area estimation literature, the sampling error variances are customarily assumed to be known or to depend on a finite number of parameters. We consider the empirical best linear unbiased predictor (EBLUP) obtained by using the individual directly estimated variance for each small area. An approximation for the mean squared error (MSE) of the EBLUP that recognizes the impact on the predictors of estimation of the variance components is derived. Simulation studies…