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Biometrika 2004 91(1):95-112; doi:10.1093/biomet/91.1.95
© 2004 by Biometrika Trust
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Small-area estimation based on natural exponential family quadratic variance function models and survey weights

Malay Ghosh1 and Tapabrata Maiti2

1 Department of Statistics, University of Florida, Gainesville, Florida 32611-8545, U.S.Aghoshm{at}stat.ufl.edu 2 Department of Statistics, Iowa State University, Ames, Iowa 50011-1210, U.S.A.taps{at}iastate.edu

We propose pseudo empirical best linear unbiased estimators of small-area means based on natural exponential family quadratic variance function models when the basic data consist of survey-weighted estimators of these means, area-specific covariates and certain summary measures involving the weights.We also provide explicit approximate mean squared errors of these estimators in the spirit of Prasad & Rao (1990), and these estimators can be readily evaluated. A simulation study is undertaken to evaluate the performance of the proposed inferential procedure. We estimate also the proportion of poor children in the 5–17 years age-group for the different counties in one of the states in the United States.

Key Words: Area specific covariate; Linear unbiased estimator; Mean squared error; Optimal estimating equation; Poor school-age children; Pseudo empirical best


Received January 2002. Revised June 2003


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