On the Simulation Study of Jackknife and Bootstrap MSE Estimators of a Domain Mean Predictor for Fay‑Herriot Model

• Authors: Małgorzata Karolina Krzciuk

Title variants

O badaniu symulacyjnym własności estymatorów MSE predyktora wartości średniej dla modelu Faya-Herriota bazujących na metodzie jackknife oraz bootstrap

• Languages of publication: EN

Abstracts

EN

  We consider the problem of the estimation of the mean squared error (MSE) of some domain mean predictor for Fay‑Herriot model. In the simulation study we analyze properties of eight MSE estimators including estimators based on the jackknife method (Jiang, Lahiri, Wan, 2002; Chen, Lahiri, 2002; 2003) and parametric bootstrap (Gonzalez‑Manteiga et al., 2008; Buthar, Lahiri, 2003). In the standard Fay‑Herriot model the independence of random effects is assumed, and the biases of the MSE estimators are small for large number of domains. The aim of the paper is the comparison of the properties of MSE estimators for different number of domains and the misspecification of the model due to the correlation of random effects in the simulation study.  

PL

W artykule rozważany jest problem estymacji błędu średniokwadratowego (MSE) w przypadku predykcji wartości średniej w domenie, w oparciu o model Faya-Herriota. W badaniu symulacyjnym analizowane są własności ośmiu estymatorów MSE, w tym bazujących na metodzie jackknife (Jiang, Lahiri, Wan (2002), Chen, Lahiri (2002, 2003)) oraz parametrycznej metodzie bootstrap (Gonzalez-Manteiga et al. (2008), Buthar, Lahiri (2003)). W modelu Faya-Herriota zakładana jest niezależność składników losowych, a obciążenia estymatorów MSE są małe dla dużej liczby domen. Celem artykułu jest porównanie własności estymatorów MSE przy różnej liczbie domen i błędnej specyfikacji modelu wynikającej z występowania korelacji efektów losowych w badaniu symulacyjnym.

Keywords

EN

estimators of MSE; jackknife; parametric bootstrap; Empirical Best Linear Unbiased Predictor; Fay‑Herriot model; simulation

PL

estymatory MSE; metoda jackknife; parametryczna metoda bootstrap; empiryczny najlepszy liniowy nieobciążony predyktor; model Faya-Herriota; badanie symaluacyjne; estymatory MSE; metoda jackknife; parametryczna metoda bootstrap; empiryczny najlepszy liniowy nieobciążony predyktor; model Faya-Herriota; badanie symaluacyjne

• Publisher: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
• Journal: Acta Universitatis Lodziensis. Folia Oeconomica
• Year: 2017
• Volume: 5
• Issue: 331
• Pages: 169-183

Dates

published

2018-01-19

Contributors

author

Małgorzata Karolina Krzciuk

• University of Economics in Katowice. Department of Statistics, Econometrics and Mathematics

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Identifiers

DOI

10.18778/0208-6018.331.11