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Research article2019Peer reviewedOpen access

Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data

Ngaruye, Innocent; Von Rosen, Dietrich; Singull, Martin

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.

Keywords

Mean-squared errors; Multivariate linear model; Parametric bootstrap; Repeated measures data; Small area estimation

Published in

Communications in Statistics - Theory and Methods
2019, Volume: 48, number: 8, pages: 2060-2073 Publisher: TAYLOR & FRANCIS INC

    UKÄ Subject classification

    Probability Theory and Statistics

    Publication identifier

    DOI: https://doi.org/10.1080/03610926.2018.1444178

    Permanent link to this page (URI)

    https://res.slu.se/id/publ/101015