On Mean Squared Prediction Error Estimation in Small Area Estimation Problems
On Mean Squared Prediction Error Estimation in Small Area Estimation Problems
复制标题
小面积估计问题中的均方预测误差估计
DOI:
--
复制
发表时间:
2008
期刊:
影响因子:
--
通讯作者:
P. Lahiri
中科院分区:
文献类型:
--
作者:
Shijie Chen;P. Lahiri
For a general linear mixed normal model, a new linearized weighted jackknife method is proposed to estimate the mean squared prediction error (MSPE) of an empirical best linear unbiased predictor (EBLUP) of a general mixed effect. Different MSPE estimators are compared using a Monte Carlo simulation study.