Estimators of error covariance matrices for small area prediction
Prediction for the mixed model requires estimates of covariance matrices. There is often a direct estimate of the “within area” covariance matrix, and for survey samples this is an estimate of the sampling covariance matrix. The estimated covariance matrix may have large sampling variance, suggesting parametric modeling for the matrix. The model can play a role at various points in the construction of predictions for proportions for small areas. Simulations demonstrate that efficiency for predictions is improved by using a model for the covariance matrix in the estimator of mean parameters and in constructing the coefficients in the predictor.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 56 (2012)
Issue (Month): 10 ()
Pages: 2949-2962
| Handle: | RePEc:eee:csdana:v:56:y:2012:i:10:p:2949-2962 |
| DOI: | 10.1016/j.csda.2012.02.030 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/csda
|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Li-Chun Zhang & Raymond L. Chambers, 2004. "Small area estimates for cross-classifications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 479-496.
- Wang, Junyuan & Fuller, Wayne A., 2003. "The Mean Squared Error of Small Area Predictors Constructed With Estimated Area Variances," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 716-723, January.
This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.
When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:56:y:2012:i:10:p:2949-2962. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.