On Mean Squared Prediction Error Estimation in Small Area Estimation Problems |
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| Authors: | Shijie Chen P Lahiri |
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| Institution: | 1. RTI International , Washington, D.C., USA schen@rti.org;3. JPSM , University of Maryland , College Park, Maryland, USA |
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| Abstract: | 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. |
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| Keywords: | Empirical best linear unbiased predictor Jackknife Linear mixed models Mean squared prediction error Small area estimation |
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