On standard errors of model-based small-area estimators

N.T. Longford


We derive an estimator of the mean squared error (MSE) of the empirical Bayes cnd composite estimator of the local-area mean in the standard small-asea setting. The MSE estimator is a composition of the established estimator based on the conditional expectation of the random deviation associated with the area and a naive estimator of the design-based MSE. Its performance is assessed by simulations. Variants of this MSE estimator are explored and some extensions outlined.

Survey Methodology 33, 69-79, 2007.