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2009 | nr 53 Metody wnioskowania statystycznego w badaniach ekonomicznych | 61-80
Tytuł artykułu

On Prediction of Totals for Domains Defined by Random Attributes

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Języki publikacji
EN
Abstrakty
The problem of prediction of domain totals is widely discussed in the small area estimation literature (e.g. Rao 2003). In the classic approach it assumed that the population is divided into disjoint domains and sum of domains gives the whole set of population elements. In this paper we define random variables which realizations inform if the i-th population element has the attribute d (belongs to the d-th random domain). What is more, one population element may have no attribute or more than one attribute. The proposed model may be treated as the model assuming random overlapping domains. We present the problem of prediction of a domain total (or being more precise - total value for element of population with some attributes) based on the general linear mixed model (GLMM). Different model (assuming inter alia that one population element may belong at random only to one of domains) was considered by Żądło (2006). The main aim of this paper is to present the equation of the best linear unbiased predictor (BLUP) and its mean squared error (MSE) under the proposed model. Additionally the problem of estimation of model parameters will be studied and its influence on the predictor's accuracy will be considered in the simulation study. (original abstract)
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Twórcy
  • The Karol Adamiecki University of Economics in Katowice, Poland
Bibliografia
  • Cassel C.M.. Sarndal C.E.. Wretman J.H. (1983): Some Uses of Statistical Models in Connection with the Nonresponse Problem. In: Incomplete Data in Sample Surveys. Vol. 3. W.G. Madow , I. Olkin(eds.). Proceedings of the Symposium, Academic Press, New York, pp. 143-170.
  • Das K., Jiang J., Rao J.N.K. (2004): Mean Squared Error of Empirical Predictor. "The Annals of Statistics", Vol. 32. No. 2. pp. 818-840.
  • Datta G. S.. Lahiri P. (2000): A Unitied Measure of Uncertainty of Estimated Best Linear Unbiased Predictors in Small Area Estimation Problems. "Statistica Sinica", 10, pp. 613-627.
  • Henderson C.R. (1950): Estimation of Genetic Parameters (Abstract). "Annals of Mathematical Statistics", 21, pp. 309-310.
  • Prasad N.G.N. Rao J.N.K. (1990): The Estimation of Mean the Mean Squared Error of Small Area Estimators. "Journal of the American Statistical Association", 85. pp. 163-171.
  • R. Development Core Team (2007): R: A Language and Environment tor Statistical Computing. R Foundation for Statistical Computing, Vienna, URL http://www.R-project.org.
  • Rao C.R. (1982): Modele liniowe statystyki matematycznej. Państwowe Wydawnictwo Naukowe, Warszawa.
  • Rao J.N.K. (2003): Small Area Estimation. Wiley & Sons, Inc., New York.
  • Żądło T. (2006): On Prediction of Total Value in Incompletely Specified Domains. "Australian and New Zealand Journal of Statistics". 48 (3), pp. 269-283.
Typ dokumentu
Bibliografia
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bwmeta1.element.ekon-element-000171223675
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