Professor Laura Dumitresu
Department of Mathematics, Washington University
Title : Robust small area estimation under semi-parametric mixed models
Abstract:
In a small area framework empirical best linear unbiased
predictors are efficient under a correct model specification but they
might be highly influenced by the presence of outliers in the data, or
departures from the normal distribution assumption of the random effects.
We consider a semi-parametric regression model and using a mixed model
approximation we develop a robust empirical best linear unbiased predictor
of the small area mean and propose a conditional bootstrap estimator of
the mean squared error. Results from a simulation study are presented.