Empirical bootstrap bias correction and estimation of prediction mean square error in small area estimation


Pfeffermann, D. and Correa, S. (2012) Empirical bootstrap bias correction and estimation of prediction mean square error in small area estimation. Biometrika, 99, (2), 457-472. (doi:10.1093/biomet/ass010).

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Description/Abstract

We develop a method for bias correction, which models the error of the target estimator as a function of the corresponding estimator obtained from bootstrap samples, and the original estimators and bootstrap estimators of the parameters governing the model fitted to the sample data. This is achieved by considering a number of plausible parameter values, generating a pseudo original sample for each parameter and bootstrap samples for each such sample, and then searching for an appropriate functional relationship. Under certain conditions, the procedure also permits estimation of the mean square error of the bias corrected estimator. The method is applied for estimating the prediction mean square error in small area estimation of proportions under a generalized mixed model. Empirical comparisons with jackknife and bootstrap methods are presented.

Item Type: Article
ISSNs: 0006-3444 (print)
1464-3510 (electronic)
Alternative titles: New bootstrap bias corrections with application to estimation of prediction MSE in small area estimation
Related URLs:
Keywords: best predictor, crossvalidation, mpirical best predictor, generalized mixed model, jackknife, order of bias, parametric bootstrap
Subjects: H Social Sciences > HA Statistics
Q Science > QA Mathematics
Divisions: University Structure - Pre August 2011 > School of Social Sciences
ePrint ID: 191975
Date Deposited: 28 Jun 2011 15:02
Last Modified: 27 Mar 2014 19:43
URI: http://eprints.soton.ac.uk/id/eprint/191975

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