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An assessment of empirical Bayes and composite estimators for small areas

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  • Nicholas Longford

Abstract

We compare a set of empirical Bayes and composite estimators of the population means of the districts (small areas) of a country, and show that the natural modelling strategy of searching for a well fitting empirical Bayes model and using it for estimation of the area-level means can be inefficient.

Suggested Citation

  • Nicholas Longford, 2006. "An assessment of empirical Bayes and composite estimators for small areas," Economics Working Papers 995, Department of Economics and Business, Universitat Pompeu Fabra.
    • Handle: RePEc:upf:upfgen:995
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    More about this item

    Keywords

    Composite estimator; empirical Bayes models; mean squared error; small-area estimation;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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