Paper #674

Título:

An empirical evaluation of small area estimators

Autores:

Àlex Costa, Albert Satorra y Eva Ventura

Data:

Abril 2003

Resumen:

This paper investigates the comparative performance of five small area estimators. We use Monte Carlo simulation in the context of both theoretical and empirical populations. In addition to the direct and indirect estimators, we consider the optimal composite estimator with population weights, and two composite estimators with estimated weights: one that assumes homogeneity of within area variance and square bias, and another one that uses area specific estimates of variance and square bias. It is found that among the feasible estimators, the best choice is the one that uses area specific estimates of variance and square bias.

Palabras clave:

Regional statistics, small areas, root mean square error, direct, indirect and composite estimators

Códigos JEL:

C15, C52, J21

Área de investigación:

Estadística, Econometría y Métodos Cuantitativos

Publicado en:

SORT, 27, 1, (2003), pp. 113-135

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