Empirical and Hierarchical Bayesian Estimation in Finite Population Sampling under Structural Measurement Error Models

Authors: GHOSH, MALAY¹; SINHA, KARABI²; KIM, DALHO³

Source: Scandinavian Journal of Statistics, Volume 33, Number 3, September 2006 , pp. 591-608(18)

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Abstract:

This paper considers simultaneous estimation of means from several strata. A model-based approach is taken, where the covariates in the superpopulation model are subject to measurement errors. Empirical Bayes (EB) and Hierarchical Bayes estimators of the strata means are developed and asymptotic optimality of EB estimators is proved. Their performances are examined and compared with that of the sample mean in a simulation study as well as in data analysis.

Keywords: asymptotic optimality; Bayes risk; consistency

Document Type: Research article

DOI: http://dx.doi.org/10.1111/j.1467-9469.2006.00492.x

Affiliations: 1: Department of Statistics, University of Florida 2: Division of Epidemiology and Biostatistics, University of Illinois at Chicago 3: Department of Statistics Kyungpook National University

Publication date: 2006-09-01