This paper compares five small area estimators. We use Monte Carlo simulation in the context of both artificial and real 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 squared bias and one that uses area-specific estimates of variance and squared bias. In the study with real population, we found that among the feasible estimators, the best choice is the one that uses area-specific estimates of variance and squared bias.
@article{urn:eudml:doc:40438,
title = {An empirical evaluation of small area estimators.},
journal = {SORT},
volume = {27},
year = {2003},
pages = {113-136},
zbl = {1046.62057},
mrnumber = {MR1996219},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40438}
}
Costa, Álex; Satorra, Albert; Ventura, Eva. An empirical evaluation of small area estimators.. SORT, Tome 27 (2003) pp. 113-136. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40438/