A Multivariate Fay-Herriot model is used to aid the prediction of small area parameters of dependent variables with sample data aggregated to area level. The empirical best linear unbiased predictor of the parameter vector is used, and an approximation of the elements of the mean cross product error matrix is obtained by an extension of the results of Prasad and Rao (1990) to the multiparameter...

Misspecifications in econometric models can result in misestimated coefficients.An improved method for specifying econometric models is presented. The mean square error of an empirical best linear unbiased predictor of an individual drawing for the dependent variable of an improved model is derived. These ideas are illustrated using certain misspecified and improved models of the demand for gas...

We use a design-based prediction approach to develop an estimator of the finite population mean in a simple setting where some responses are missing. The approach is based on indicator sampling random variables that operate on labeled units (subjects). The missing data mechanism may depend on the subject, or on a selection (such as when the sample is assigned to different interviewers). The est...

This article describes an application of small area estimation in a survey conducted in the Rathbun Lake Watershed in Iowa (USA). The estimator considered is an extension of the mixed effects regression model of Battese, Harter and Fuller (1988). From a sample of 183 plots in the watershed, erosion from four sources as well as total erosion are estimated for 61 small areas within the study regi...

This paper considers the problem of prediction in a panel data regression model with spatial autocorrelation. In particular, we consider a simple demand equation for cigarettes based on a panel of 46 states over the period 1963-1992. The spatial autocorrelation due to neighboring states and the individual heterogeneity across states is taken explicitly into account. We derive the best linear un...

We examine the problem of estimating the trace of a matrix A when given access to an oracle which computes x†Ax for an input vector x. We make use of the basis vectors from a set of mutually unbiased bases, widely studied in the field of quantum information processing, in the selection of probing vectors x. This approach offers a new state of the art single shot sampling variance while requirin...

This article describes an applicationof small area estimation in a survey conducted in the Rathbun Lake Watershed in Iowa (USA). From a sample of 183 plots in the watershed, erosion from four sources as well as total erosion are estimated for 61 small areas within the study region. Information on land cover and topography from GIS coverages are used to create plot-level covariates for the regre...

We consider the problem of case-control association testing in samples that contain related individuals, where we assume the pedigree structure is known. Typically, for each marker tested, some individuals will have missing genotype data. The MQLS method has been proposed for association testing in this situation. We show that the MQLS method is equivalent to an approach in which missing genoty...

Abstract We consider the problem of designing experiments for comparison two regression curves describing relation between a predictor and response in groups, where data within group may be dependent. In order to derive efficient designs we use results from stochastic analysis identify best linear unbiased estimator (BLUE) corresponding continuous model. It is demonstrated that general simultan...