On Mean Squared Prediction Error Estimation in Small Area Estimation Problems

Shijie Chen, P. Lahiri
2008 Communications in Statistics - Theory and Methods  
In this paper, we consider a Taylor-series approximation to the weighted jackknife mean squared prediction error (MSPE) of an empirical best linear unbiased predictor (EBLUP). Like the Taylor series method, this approximation provides a closed-form expression and saves computation. We compare various MSPE estimators using a Monte Carlo simulation study.
doi:10.1080/03610920701826427 fatcat:3vorygyskfa67mkilwk7rwe2c4