Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data |
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Authors: | Innocent Ngaruye Dietrich Von Rosen Martin Singull |
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Institution: | 1. Department of Mathematics, Link?ping University, Link?ping, Sweden;2. Department of Energy and Technology, Swedish University of Agricultural Sciences, Uppsala, Sweden;3. Department of Mathematics, College of Science and Technology, University of Rwanda, Kigali, Rwanda |
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Abstract: | In this paper, we discuss the derivation of the first and second moments for the proposed small area estimators under a multivariate linear model for repeated measures data. The aim is to use these moments to estimate the mean-squared errors (MSE) for the predicted small area means as a measure of precision. At the first stage, we derive the MSE when the covariance matrices are known. At the second stage, a method based on parametric bootstrap is proposed for bias correction and for prediction error that reflects the uncertainty when the unknown covariance is replaced by its suitable estimator. |
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Keywords: | Mean-squared errors Multivariate linear model Parametric bootstrap Repeated measures data Small area estimation |
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