Sumca: Simple, Unified, Monte-Carlo-assisted Approach to Second-Order Unbiased Mean-Squared Prediction Error Estimation
Sumca：蒙特卡洛辅助的二阶无偏均方预测误差估计
Summary We propose a simple, unified, Monte-Carlo-assisted approach (called ‘Sumca’) to second-order unbiased estimation of the mean-squared prediction error (MSPE) of a small area predictor. The MSPE estimator proposed is easy to derive, has a simple expression and applies to a broad range of predictors that include the traditional empirical best linear unbiased predictor, empirical best predictor and post-model-selection empirical best linear unbiased predictor and…