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Article | 06-July-2017

SMALL AREA PREDICTION UNDER ALTERNATIVE MODEL SPECIFICATIONS

Construction of small area predictors and estimation of the prediction mean squared error, given different types of auxiliary information are illustrated for a unit level model. Of interest are situations where the mean and variance of an auxiliary variable are subject to estimation error. Fixed and random specifications for the auxiliary variables are considered. The efficiency gains associated with the random specification for the auxiliary variable measured with error are demonstrated. A

Andreea L. Erciulescu, Wayne A. Fuller

Statistics in Transition New Series, Volume 17 , ISSUE 1, 9–24

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