Interface 2003

Parametric Bootstrap Confidence Intervals in Small Area Estimation Problems
Snigdhansu Chatterjee, (U. Minnesota),, and
P. Lahiri, (U. Maryland),


We propose a parametric bootstrap method to construct confidence interval for a small area mean in the Fay-Herriot model. The method is accurate for coverage probability upto O(n^{-3/2}), a property not established for competing methods. Simulations show among competing techniques it also has the shortest length.

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