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, Albert|||0000-0001-8974-5241, Ventura, Eva
Tipo de documento: artigo
Data de publicação:2003
País:España
Recursos:Universitat Autònoma de Barcelona
Repositório:Dipòsit Digital de Documents de la UAB
Idioma:inglês
OAI Identifier:oai:ddd.uab.cat:93736
Acesso em linha:https://ddd.uab.cat/record/93736
Access Level:Acceso aberto
Palavra-chave:Regional statistics
Small areas
Root mean square error
Direct
Indirect and composite estimators
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.