Publication: Bootstrap for estimating the mean squared error of the spatial EBLUP
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2007-04
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Abstract
This work assumes that the small area quantities of interest follow a Fay-Herriot model with
spatially correlated random area effects. Under this model, parametric and nonparametric
bootstrap procedures are proposed for estimating the mean squared error of the EBLUP (Empirical
Best Linear Unbiased Predictor). A simulation study compares the bootstrap estimates with an
asymptotic analytical approximation and studies the robustness to non-normality. Finally, two
applications with real data are described.
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Keywords
Spatial correlation, Simultaneously autoregressive process, Parametric bootstrap, Nonparametric bootstrap