Publication
Assessing different uncertainty measures of EBLUP: a resampling-based approach
| dc.contributor.author | Pereira, Luis Nobre | |
| dc.contributor.author | Coelho, Pedro S. | |
| dc.date.accessioned | 2012-06-22T10:57:05Z | |
| dc.date.available | 2012-06-22T10:57:05Z | |
| dc.date.issued | 2010 | |
| dc.description.abstract | The empirical best linear unbiased prediction approach is a popular method for the estimation of small area parameters. However, the estimation of reliable mean squared prediction error (MSPE) of the estimated best linear unbiased predictors (EBLUP) is a complicated process. In this paper we study the use of resampling methods for MSPE estimation of the EBLUP. A cross-sectional and time-series stationary small area model is used to provide estimates in small areas. Under this model, a parametric bootstrap procedure and a weighted jackknife method are introduced. A Monte Carlo simulation study is conducted in order to compare the performance of different resampling-based measures of uncertainty of the EBLUP with the analytical approximation. Our empirical results show that the proposed resampling-based approaches performed better than the analytical approximation in several situations, although in some cases they tend to underestimate the true MSPE of the EBLUP in a higher number of small areas. | por |
| dc.description.sponsorship | The first author’s research was supported in part by the Fundação para a Ciência e a Tecnologia (fellowship SFRH/BD/36764/2007). | por |
| dc.identifier.citation | Journal of Statistical Computation and Simulation, 80:7, 713-727 | por |
| dc.identifier.issn | 1563-5163 | |
| dc.identifier.other | AUT: LMP01693; | |
| dc.identifier.uri | http://hdl.handle.net/10400.1/1283 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | Taylor & Francis | por |
| dc.relation.publisherversion | http://www.tandfonline.com/doi/abs/10.1080/00949650902766860#preview | por |
| dc.subject | Bootstrap | por |
| dc.subject | Jackknife | por |
| dc.subject | MSPE of the EBLUP | por |
| dc.subject | Resampling methods | por |
| dc.subject | Small area estimation | por |
| dc.title | Assessing different uncertainty measures of EBLUP: a resampling-based approach | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 727 | por |
| oaire.citation.issue | 80 (7) | por |
| oaire.citation.startPage | 713 | por |
| oaire.citation.title | Journal of Statistical Computation and Simulation | por |
| person.familyName | Nobre Pereira | |
| person.givenName | Luis | |
| person.identifier.ciencia-id | 6114-E329-972E | |
| person.identifier.orcid | 0000-0003-0917-7163 | |
| rcaap.rights | restrictedAccess | por |
| rcaap.type | article | por |
| relation.isAuthorOfPublication | 090a6604-b604-414b-a8d2-c4dc731b7b51 | |
| relation.isAuthorOfPublication.latestForDiscovery | 090a6604-b604-414b-a8d2-c4dc731b7b51 |
Files
Original bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- Assessing different uncertainty measures of EBLUP JSCS 2010.pdf
- Size:
- 422.21 KB
- Format:
- Adobe Portable Document Format
License bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- license.txt
- Size:
- 1.71 KB
- Format:
- Item-specific license agreed upon to submission
- Description: