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Alternative mean-squared error estimators for synthetic estimators of domain means

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  • S. Magnussen
  • G. Frazer
  • M. Penner

Abstract

In forest management surveys, the mean of a variable of interest (Y) in a population composed of N equal area spatial compact elements is increasingly estimated from a model linking Y to an auxiliary vector X known for all elements in the population. It is also desired to have synthetic estimates of the mean of Y in spatially compact domains (forest stands) with no or at most one sample-based observation of Y. We develop three alternative estimators of mean-squared errors (MSE) that reduce the risk of a serious underestimation of the uncertainty in a synthetic estimate of a domain mean in cases where the employed model does not accounts for domain effects nor spatial autocorrelation in unobserved residual errors. Expansions of the estimators including anticipated effects of a spatial autocorrelation in residual errors are also provided. Simulation results indicate that the conventional model-dependent (MD) population-level estimator of variance in a synthetic estimate of a domain mean underestimates uncertainty by a wide margin. Our alternative estimators mitigated, in settings with weak to moderate domain effects and relatively small sample sizes, to a large extent, the problem of underestimating uncertainty. We demonstrate applications with examples from two actual forest inventories.

Suggested Citation

  • S. Magnussen & G. Frazer & M. Penner, 2016. "Alternative mean-squared error estimators for synthetic estimators of domain means," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(14), pages 2550-2573, October.
  • Handle: RePEc:taf:japsta:v:43:y:2016:i:14:p:2550-2573
    DOI: 10.1080/02664763.2016.1142942
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    References listed on IDEAS

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    1. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    2. Jay M Ver Hoef & Hailemariam Temesgen, 2013. "A Comparison of the Spatial Linear Model to Nearest Neighbor (k-NN) Methods for Forestry Applications," PLOS ONE, Public Library of Science, vol. 8(3), pages 1-13, March.
    3. Opsomer, Jean D. & Breidt, F. Jay & Moisen, Gretchen G. & Kauermann, Goran, 2007. "Model-Assisted Estimation of Forest Resources With Generalized Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 400-409, June.
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    Cited by:

    1. Steen Magnussen & Johannes Breidenbach, 2020. "Retrieval of among-stand variances from one observation per stand," Journal of Forest Science, Czech Academy of Agricultural Sciences, vol. 66(4), pages 133-149.

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