On properties of empirical best predictors

Abstract

The class of Empirical Best Predictors (EBP) is widely used in survey sampling and small area estimation due to possibility of prediction of any population or subpopulation parameters. Their good stochastic properties requires that a set of relatively strong assumptions should be met. We present results of simulation studies where properties of the predictor are widely studied including different cases of model misspecification. A fast algorithm of computing EBP is also applied.

KEYWORDS:

• Empirical best predictors
• model misspecification
• Auxiliary information
• Design-based approach
• Model-based approach

Acknowledgments

Authors are very grateful to the Editor and the Referees for their careful reading and very insightful and inspiring comments, which lead to a substantially improved manuscript. We would also like to thank Dr Rafał Kucharski from University of Economics in Katowice for the help with R code optimization.