Title:

On MSE estimators of EBLUP of domain total under some longitudinal model

Group publication title:

Mathematical Economics

Creator:

Żądło, Tomasz

Subject and Keywords:

small area estimation ; MSE estimation ; jackknife

Description:

Mathematical Economics, 2013, Nr 9 (16), s. 117-127

Abstrakt:

Żądło (2012) proposed a certain unit-level longitudinal model which was a special case of the General Linear Mixed Model. Two vectors of random components included in the model obey assumptions of simultaneous spatial autoregressive process (SAR) and temporal first-order autoregressive process (AR(1)) respectively. Moreover, it is assumed that the population can change in time and the population elements can change its domains’ (subpopulations’) affiliation in time. Under the proposed model, Żądło (2012) derived the Empirical Best Linear Unbiased Predictor (EBLUP) of the domain total. What is more (based on the theorem proved by Żądło (2009)), the approximate equation of the mean squared error (MSE) was derived and its estimator based on the Taylor approximation was proposed. The proposed MSE estimator was derived under some assumptions including that the variance-covariance matrix can be decomposed into linear combination of variance components. The assumption was not met under the proposed model. In the paper the jackknife MSE estimator for the derived EBLUP will be proposed based on the results presented by Jiang, Lahiri, Wan (2002). The bias of the jackknife MSE estimator will be compared in the simulation study with the bias of the MSE estimator based on the Taylor approximation.

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2013

Resource Type:

artykuł

Format:

application/pdf

Resource Identifier:

doi:10.15611/me.2013.9.09

Language:

eng

Relation:

Mathematical Economics, 2013, Nr 9 (16)

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu