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On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy
http://hdl.handle.net/2261/37291
http://hdl.handle.net/2261/37291779112b1-d7ae-44c7-92fc-a2719d97602e
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2017-01-17 | |||||
タイトル | ||||||
タイトル | On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Best linear unbiased predictor | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | confidence interval | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | empirical Bayes procedure | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Fay-Herriot model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | higher-order correction | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | linear mixed model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | maximum likelihood estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | mean squared error | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | nested error regression model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | restricted maximum likelihood estimator | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | small area estimation | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Kubokawa, Tatsuya
× Kubokawa, Tatsuya |
|||||
著者所属 | ||||||
著者所属 | Faculty of Economics, University of Tokyo | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The empirical best linear unbiased predictor (EBLUP) or the empirical Bayes estimator (EB) in the linear mixed model is recognized useful for the small area estimation, because it can increase the estimation precision by using the information from the related areas. Two of the measures of uncertainty of EBLUP is the estimation of the mean squared error (MSE) and the confidence interval, which have been studied under the second-order accuracy in the literature. This paper provides the general analytical results for these two measures in the unified framework, namely, we derive the conditions on the general consistent estimators of the variance components to satisfy the third-order accuracy in the MSE estimation and the confidence interval in the general linear mixed normal models. Those conditions are shown to be satisfied by not only the maximum likelihood (ML) and restricted maximum likelihood (REML), but also the other estimators including the Prasad-Rao and Fay-Herriot estimators in specific models. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | Subsequently published in Journal of the Japan Statistical Society, 41, No.2, 93-119 (2011). | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-754, 発行日 2010-07 |
|||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 335 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2010/2010cf754ab.html |