دورية أكاديمية
Small Area Estimation Using a Spatio-Temporal Linear Mixed Model
| العنوان: | Small Area Estimation Using a Spatio-Temporal Linear Mixed Model |
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| المؤلفون: | Luís N. Pereira, Pedro S. Coelho |
| المصدر: | Revstat Statistical Journal, Vol 10, Iss 3 (2012) |
| بيانات النشر: | Instituto Nacional de Estatística | Statistics Portugal, 2012. |
| سنة النشر: | 2012 |
| المجموعة: | LCC:Statistics LCC:Probabilities. Mathematical statistics |
| مصطلحات موضوعية: | empirical best linear unbiased prediction, linear mixed model, mean squared prediction error estimation, small area estimation, spatial correlation, temporal autocorrelation, Statistics, HA1-4737, Probabilities. Mathematical statistics, QA273-280 |
| الوصف: | In this paper it is proposed a spatio-temporal area level linear mixed model involving spatially correlated and temporally autocorrelated random effects. An empirical best linear unbiased predictor (EBLUP) for small area parameters has been obtained under the proposed model. Using previous research in this area, analytical and bootstrap estimators of the mean squared prediction error (MSPE) of the EBLUP have also been worked out. An extensive simulation study using time-series and cross-sectional data was undertaken to compare the efficiency of the proposed EBLUP estimator over other well-known EBLUP estimators and to study the properties of the proposed estimators of MSPE. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 1645-6726 2183-0371 |
| Relation: | https://revstat.ine.pt/index.php/REVSTAT/article/view/120; https://doaj.org/toc/1645-6726; https://doaj.org/toc/2183-0371 |
| DOI: | 10.57805/revstat.v10i3.120 |
| URL الوصول: | https://doaj.org/article/4490058212f647f2b85338625c236ece |
| رقم الأكسشن: | edsdoj.4490058212f647f2b85338625c236ece |
| قاعدة البيانات: | Directory of Open Access Journals |
Full Text Finder | تدمد: | 16456726 21830371 |
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| DOI: | 10.57805/revstat.v10i3.120 |