An empirical evaluation of five small area estimators

This paper compares five small area estimators. We use Monte Carlo simulation in the context of both artificial and real populations. In addition to the direct and indirect estimators, we consider the optimal composite estimator with population weights, and two composite estimators with estimated we...

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Detalhes bibliográficos
Autores: Costa, Àlex, Satorra, A., Ventura, Eva
Tipo de documento: artigo
Data de publicação:2003
País:España
Recursos:Universitat Politècnica de Catalunya (UPC)
Repositório:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglês
OAI Identifier:oai:upcommons.upc.edu:2099/3728
Acesso em linha:https://hdl.handle.net/2099/3728
Access Level:Acceso aberto
Palavra-chave:Inference
Multivariate analysis
Inferència
Anàlisi multivariable
Classificació AMS::62 Statistics::62J Linear inference, regression
Classificació AMS::62 Statistics::62H Multivariate analysis
Descrição
Resumo:This paper compares five small area estimators. We use Monte Carlo simulation in the context of both artificial and real populations. In addition to the direct and indirect estimators, we consider the optimal composite estimator with population weights, and two composite estimators with estimated weights: one that assumes homogeneity of within area variance and squared bias and one that uses area-specific estimates of variance and squared bias. In the study with real population, we found that among the feasible estimators, the best choice is the one that uses area-specific estimates of variance and squared bias.