文章基本信息

标题：Small area estimation using a spatio-temporal linear mixed model
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作者：Luis N. Pereira ; Pedro S. Coelho.
期刊名称：RevStat : Statistical Journal
印刷版ISSN：1645-6726
出版年度：2012
卷号：10
期号：3
页码：285-308
出版社：Instituto Nacional de Estatística
摘要：In this paper it is proposed a spatio-temporal area level linear mixed model involvingspatially correlated and temporally auto correlated random e.ects. An empirical bestlinear unbiased predictor (EBLUP) for small area parameters has been obtained underthe proposed model. Using previous research in this area, analytical and b ootstrapestimators of the mean squared prediction error (MSPE) of the EBLUP have alsobeen worked out. An extensive simulation study using time-series and cross-sectionaldata was undertaken to compare the e.ciency of the proposed EBLUP estimatorover other well-known EBLUP estimators and to study the properties of the proposedestimators of MSPE
关键词：empirical best linear unbiased prediction; linear mixed model; mean squared prediction;error estimation; small area estimation; spatial correlation; temporal autocorrelation