A unified Monte-Carlo jackknife for small area estimation after model selection
A unified Monte-Carlo jackknife for small area estimation after model selection
We consider estimation of measure of uncertainty in small area estimation (SAE) when a procedure of model selection is involved prior to the estimation. A unified Monte-Carlo jackknife method, called McJack, is proposed for estimating the logarithm of the mean squared prediction error. We prove the second-order unbiasedness of McJack, …