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We consider the problem of the estimation of the mean squared error (MSE) of some domain mean predictor for Fay-Herriot model. In the simulation study we analyze properties of eight MSE estimators including estimators based on the jackknife method (Jiang, Lahiri, Wan, 2002; Chen, Lahiri, 2002; and parametric bootstrap (Gonzalez-Manteiga et al., 2008; Buthar, Lahiri, 2003). In the standard Fay-Herriot model the independence of random effects is assumed, and the biases of the MSE estimators aredoi:10.18778/0208-6018.331.11 fatcat:qppagangbvek7nrmy5ckjl7cvm