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dc.contributor.authorŻądło, Tomasz
dc.date.accessioned2015-06-29T11:29:45Z
dc.date.available2015-06-29T11:29:45Z
dc.date.issued2013
dc.identifier.issn0208-6018
dc.identifier.urihttp://hdl.handle.net/11089/10276
dc.description.abstractThe problem of prediction of subpopulation (domain) total is studied as in Rao (2003). The problem is inspired by results obtained by Żądło (2012) who considered two predictors – empirical best linear unbiased predictor (EBLUP) under some correct model and some simpler misspecified predictor. In the simulation study he showed that the misspecified predictor may be in some cases more accurate than the EBLUP derived under the correct model what resulted from the decrease of accuracy of the EBLUP due to the estimation of unknown parameters of the correct model. But the problem occurred in the case of MSE estimation – under the correct model the bias of the MSE estimator derived under the misspecified model was very large. Hence, in the paper we consider a predictor based on some misspecified model and we derive some MSE estimator under the correct model and we propose usage of two other MSE estimators.pl_PL
dc.description.abstractRozważany jest problem predykcji wartości globalnej w podpopulacji (domenie) jak w Rao (2003). Analizowane jest wykorzystanie predyktora, który jest empirycznym najlepszym liniowym nieobciążonym predyktorem, ale przy założeniu błędnego modelu. Dla rozważanego predyktora wyprowadzono postać naiwnego estymatora MSE dla prawidłowego modelu nadpopulacji oraz zaproponowano wykorzystanie estymatorów MSE typu jackknife i parametryczny bootstrap. W badaniu symulacyjnym analizowano względne obciążenia zaproponowanych estymatorów MSE.pl_PL
dc.language.isoenpl_PL
dc.publisherWydawnictwo Uniwersytetu Łódzkiegopl_PL
dc.relation.ispartofseriesActa Universitatis Lodziensis, Folia Oeconomica;286
dc.subjectsmall area estimationpl_PL
dc.subjectMSE estimationpl_PL
dc.subjectmodel misspecificationpl_PL
dc.titleOn MSE Estimation of Some Misspecified Predictorpl_PL
dc.title.alternativeO estymacji MSE dla pewnego predyktora w przypadku złej specyfikacji modelupl_PL
dc.typeArticlepl_PL
dc.page.number[163]-170pl_PL
dc.contributor.authorAffiliationUniversity of Economics in Katowice, Department of Statisticspl_PL
dc.referencesDatta, G. S., Lahiri, P. (2000), A unified measure of uncertainty of estimated best linear unbiased predictors in small area estimation problems, Statistica Sinica, 10, 613-627pl_PL
dc.referencesGonzalez-Manteiga, W., Lombardia, M. J., Molina, I., Morales, D., Santamaria, L. (2008), Bootstrap mean squared error of a small-area EBLUP, Journal of Statistical Computation and Simulation, 78, 443-462pl_PL
dc.referencesHall, P., Maiti, T. (2006), On Parametric Bootstrap Methods for Small Area Prediction, Journal Royal Statistical Society Series B, 68, 221-238pl_PL
dc.referencesJiang, J. (2003), Empirical best prediction for small-area inference based on generalized linear mixed models, Journal of Statistical Planning and Inference, 111, 117-127pl_PL
dc.referencesJiang, J., Lahiri, P., (2001), Empirical best prediction for small area inference with binary data, Ann. Inst. Statist. Math., 53, 217-243pl_PL
dc.referencesJiang J., Lahiri P, Wan S.-M. (2002), Unified jackknife theory for empirical best prediction with M-estimation, The Annals of Statistics, 30, 6, 1782-1810pl_PL
dc.referencesMolina, I. and Rao, J.N.K (2010). Small area estimation of poverty indicators, The Canadian Journal of Statistics, 38 (3), 369-385pl_PL
dc.referencesPrasad, N. G. N, Rao, J. N. K. (1990), The estimation of mean the mean squared error of small area estimators, Journal of the American Statistical Association, 85, 163-171pl_PL
dc.referencesR Development Core Team (2012), A language and environment for statistical computing, R Foundation for Statistical Computing, Viennapl_PL
dc.referencesRao J.N.K (2003), Small area estimation, John Wiley and Sons, New Jerseypl_PL
dc.referencesŻądło T. (2009), On prediction of domain totals based on unbalanced longitudinal data, [in:] Wywiał J., Żądło T. (eds.) Survey Sampling in Economic and Social Research, University of Economic in Katowice, Katowicepl_PL
dc.referencesŻądło T. (2012), On accuracy of two predictors for spatially and temporally correlated longitudinal data, Studia Ekonomiczne, 120, 97-105pl_PL


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