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Mean squared errors of small area estimators under a unit-level multivariate model

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  • Baíllo, Amparo
  • Molina, Isabel

Abstract

This work deals with estimating the vector of means of characteristics of small areas. In this context, a unit level multivariate model with correlated sampling errors is considered. An approximation is obtained for the mean squared and cross product errors of the empirical best linear unbiased predictors of the means. This approach has been implemented on a Monte Carlo study using economic data observed for a sample of Australian farms.

Suggested Citation

  • Baíllo, Amparo & Molina, Isabel, 2005. "Mean squared errors of small area estimators under a unit-level multivariate model," DES - Working Papers. Statistics and Econometrics. WS ws054007, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws054007
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    Cited by:

    1. Isabel Molina & Ayoub Saei & M. José Lombardía, 2007. "Small area estimates of labour force participation under a multinomial logit mixed model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(4), pages 975-1000, October.
    2. Molina, Isabel, 2006. "Uncertainty under a multivariate nested-error regression model with logarithmic transformation," DES - Working Papers. Statistics and Econometrics. WS ws066117, Universidad Carlos III de Madrid. Departamento de Estadística.

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