IDEAS home Printed from https://ideas.repec.org/p/cte/wsrepe/ws073408.html
   My bibliography  Save this paper

Bootstrap for estimating the mean squared error of the spatial EBLUP

Author

Listed:
  • Molina, Isabel
  • Salvati, Nicola
  • Pratesi, Monica

Abstract

This work assumes that the small area quantities of interest follow a Fay-Herriot model with spatially correlated random area effects. Under this model, parametric and nonparametric bootstrap procedures are proposed for estimating the mean squared error of the EBLUP (Empirical Best Linear Unbiased Predictor). A simulation study compares the bootstrap estimates with an asymptotic analytical approximation and studies the robustness to non-normality. Finally, two applications with real data are described.

Suggested Citation

  • Molina, Isabel & Salvati, Nicola & Pratesi, Monica, 2007. "Bootstrap for estimating the mean squared error of the spatial EBLUP," DES - Working Papers. Statistics and Econometrics. WS ws073408, Universidad Carlos III de Madrid. Departamento de Estadística.
  • Handle: RePEc:cte:wsrepe:ws073408
    as

    Download full text from publisher

    File URL: https://e-archivo.uc3m.es/bitstream/handle/10016/707/ws0734081.pdf?sequence=1
    Download Restriction: no

    More about this item

    Keywords

    Spatial correlation;

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe:ws073408. 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: (Ana Poveda). General contact details of provider: http://portal.uc3m.es/portal/page/portal/dpto_estadistica .

    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.

    We have no references for this item. You can help adding them by using 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.