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- Title
THE PSEUDO-EBLUP ESTIMATOR FOR A WEIGHTED AVERAGE WITH AN APPLICATION TO THE CANADIAN SURVEY OF EMPLOYMENT, PAYROLLS AND HOURS.
- Authors
RUBIN-BLEUER, SUSANA; LEON JANG; GODBOUT, SERGE
- Abstract
The pseudo-Empirical Best Linear Unbiased Predictor (pseudo-EBLUP) was previously developed for simple means under the basic nested error regression model with constant error variances. In this paper, we extend the estimator to the pseudo-EBLUP of weighted means under the onefold nested error regression model with heteroscedastic errors. The extended pseudo-EBLUP estimator takes into account the survey weights and the economic weights that make up the weighted mean. We obtain a second-order approximation to the mean squared error (MSE) of the extended pseudo-EBLUP estimator and an unbiased estimator of the MSE also up to the second order. We illustrate the methodology using a synthetic population based on a sample from the Canadian Survey of Employment, Payrolls and Hours (SEPH): We compare the extended pseudo-EBLUP with other model-based and direct cross-sectional domain estimators in terms of design-based MSE, and compare the model-based MSE estimates with the Monte Carlo design-based MSE. We find that for SEPH, the extended pseudo-EBLUP, is among the best performers.
- Subjects
UNBIASED estimation (Statistics); REGRESSION analysis; EMPLOYMENT statistics; PAYROLLS; WORKING hour statistics; MONTE Carlo method
- Publication
Journal of Survey Statistics & Methodology, 2016, Vol 4, Issue 4, p417
- ISSN
2325-0984
- Publication type
Article
- DOI
10.1093/jssam/smw013