## Numerical Comparison Between Different Empirical Prediction Intervals Under the Fay-Herriot Model

- Masayo Yoshimori
- Communications in Statistics - Simulation and…
- 2015

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@inproceedings{Jiang2004MeanSE, title={Mean Squared Error of Empirical Predictor}, author={Jiming Jiang and J. N. K. Rao}, year={2004} }

- Published 2004

The term “empirical predictor” refers to a two-stage predictor of a linear combination of fixed and random effects. In the first stage, a predictor is obtained but it involves unknown parameters; thus, in the second stage, the unknown parameters are replaced by their estimators. In this paper, we consider mean squared errors (MSE) of empirical predictors under a general setup, where ML or REML estimators are used for the second stage. We obtain second-order approximation to the MSE as well as… CONTINUE READING