On Estimation of the Logarithm of the Mean Squared Prediction Error of A Mixed-effect Predictor Article Swipe
Jianling Wang
,
Thuan Nguyen
,
Yihui Luan
,
Jiming Jiang
·
YOU?
·
· 2022
· Open Access
·
· DOI: https://doi.org/10.5705/ss.202022.0043
YOU?
·
· 2022
· Open Access
·
· DOI: https://doi.org/10.5705/ss.202022.0043
The mean squared prediction error (MSPE) has been used as an important measure of uncertainty in small area estimation.It is desirable to produce a second-order unbiased MSPE estimator, that is, the bias of the estimator is o(m -1 ), where m is the total number of small areas for which data are available.The task is difficult, however, especially if one needs to take into consideration that an MSPE estimator needs to be positive, or at least nonnegative.In fact, very few MSPE estimators have the property of being both second-order unbiased and guaranteed positive.We consider an alternative, easier approach of estimating the logarithm of the MSPE (log-MSPE), which avoids the issue of positivity.A second-order unbiased estimator of the log-MSPE is derived using the Prasad-Rao linearization method.Empirical studies demonstrate superiority of the proposed log-MSPE estimator over a naive log-MSPE estimator as well as an existing method known as McJack.A real-data example is considered.
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- Type
- article
- Language
- en
- Landing Page
- http://doi.org/10.5705/ss.202022.0043
- https://doi.org/10.5705/ss.202022.0043
- OA Status
- bronze
- References
- 13
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4304166253
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- OpenAlex ID
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https://openalex.org/W4304166253Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.5705/ss.202022.0043Digital Object Identifier
- Title
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On Estimation of the Logarithm of the Mean Squared Prediction Error of A Mixed-effect PredictorWork title
- Type
-
articleOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2022Year of publication
- Publication date
-
2022-10-11Full publication date if available
- Authors
-
Jianling Wang, Thuan Nguyen, Yihui Luan, Jiming JiangList of authors in order
- Landing page
-
https://doi.org/10.5705/ss.202022.0043Publisher landing page
- PDF URL
-
https://doi.org/10.5705/ss.202022.0043Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
bronzeOpen access status per OpenAlex
- OA URL
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https://doi.org/10.5705/ss.202022.0043Direct OA link when available
- Concepts
-
Logarithm, Statistics, Mean squared error, Estimation, Mean squared prediction error, Mathematics, Mean absolute error, Econometrics, Computer science, Economics, Mathematical analysis, ManagementTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
- References (count)
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13Number of works referenced by this work
- Related works (count)
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10Other works algorithmically related by OpenAlex
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| abstract_inverted_index.Prasad-Rao | 122 |
| abstract_inverted_index.difficult, | 55 |
| abstract_inverted_index.especially | 57 |
| abstract_inverted_index.estimating | 99 |
| abstract_inverted_index.estimator, | 27 |
| abstract_inverted_index.estimators | 81 |
| abstract_inverted_index.guaranteed | 91 |
| abstract_inverted_index.prediction | 3 |
| abstract_inverted_index.(log-MSPE), | 105 |
| abstract_inverted_index.considered. | 150 |
| abstract_inverted_index.demonstrate | 126 |
| abstract_inverted_index.positive.We | 92 |
| abstract_inverted_index.superiority | 127 |
| abstract_inverted_index.uncertainty | 14 |
| abstract_inverted_index.alternative, | 95 |
| abstract_inverted_index.positivity.A | 111 |
| abstract_inverted_index.second-order | 24, 88, 112 |
| abstract_inverted_index.available.The | 52 |
| abstract_inverted_index.consideration | 64 |
| abstract_inverted_index.estimation.It | 18 |
| abstract_inverted_index.linearization | 123 |
| abstract_inverted_index.nonnegative.In | 76 |
| abstract_inverted_index.method.Empirical | 124 |
| cited_by_percentile_year | |
| corresponding_author_ids | https://openalex.org/A5084728323 |
| countries_distinct_count | 2 |
| institutions_distinct_count | 4 |
| corresponding_institution_ids | https://openalex.org/I154099455 |
| sustainable_development_goals[0].id | https://metadata.un.org/sdg/13 |
| sustainable_development_goals[0].score | 0.4300000071525574 |
| sustainable_development_goals[0].display_name | Climate action |
| citation_normalized_percentile.value | 0.12442621 |
| citation_normalized_percentile.is_in_top_1_percent | False |
| citation_normalized_percentile.is_in_top_10_percent | False |