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Corrected Empirical Bayes Confidence Intervals in Nested Error Regression Models
http://hdl.handle.net/2261/26684
http://hdl.handle.net/2261/2668451321fce-07d5-4387-9314-33e9e907188f
| 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 | Corrected Empirical Bayes Confidence Intervals in Nested Error Regression Models | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Best linear unbiased predictor | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | confidence interval | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | empirical Bayes procedure | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | finite population | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | linear mixed model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | nested error regression model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | second order correction | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | small area estimation. | |||||
| 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 |
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| 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 | In the small area estimation, the empirical best linear unbiased predictor (EBLUP) or the empirical Bayes estimator (EB) in the linear mixed model is recognized useful because it gives a stable and reliable estimate for a mean of a small area. In practical situations where EBLUP is applied to real data, it is important to evaluate how much EBLUP is reliable. One method for the purpose is to construct a confidence interval based on EBLUP. In this paper, we obtain an asymptotically corrected empirical Bayes confidence interval in a nested error regression model with unbalanced sample sizes and unknown components of variance. The coverage probability is shown to satisfy the confidence level in the second order asymptotics. It is numerically revealed that the corrected confidence interval is superior to the conventional confidence interval based on the sample mean in terms of the coverage probability and the expected width of the interval. Finally, it is applied to the posted land price data in Tokyo and the neighboring prefecture. | |||||
| 内容記述 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | Revised in June 2009. | |||||
| 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-632, 発行日 2009-08 |
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| 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Scheme | NDC | |||||
| 主題 | 335 | |||||
| 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/2009/2009cf632ab.html | |||||
