dc.contributor.author | Żądło, Tomasz | |
dc.date.accessioned | 2015-06-29T11:29:45Z | |
dc.date.available | 2015-06-29T11:29:45Z | |
dc.date.issued | 2013 | |
dc.identifier.issn | 0208-6018 | |
dc.identifier.uri | http://hdl.handle.net/11089/10276 | |
dc.description.abstract | The 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.abstract | Rozważany 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.iso | en | pl_PL |
dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
dc.relation.ispartofseries | Acta Universitatis Lodziensis, Folia Oeconomica;286 | |
dc.subject | small area estimation | pl_PL |
dc.subject | MSE estimation | pl_PL |
dc.subject | model misspecification | pl_PL |
dc.title | On MSE Estimation of Some Misspecified Predictor | pl_PL |
dc.title.alternative | O estymacji MSE dla pewnego predyktora w przypadku złej specyfikacji modelu | pl_PL |
dc.type | Article | pl_PL |
dc.page.number | [163]-170 | pl_PL |
dc.contributor.authorAffiliation | University of Economics in Katowice, Department of Statistics | pl_PL |
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dc.references | R Development Core Team (2012), A language and environment for statistical computing, R Foundation for Statistical Computing, Vienna | pl_PL |
dc.references | Rao J.N.K (2003), Small area estimation, John Wiley and Sons, New Jersey | pl_PL |
dc.references | Żądło 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, Katowice | pl_PL |
dc.references | Żądło T. (2012), On accuracy of two predictors for spatially and temporally correlated longitudinal data, Studia Ekonomiczne, 120, 97-105 | pl_PL |