María Dolores Esteban (University Miguel Hernandez of Elche), Domingo Morales (University Miguel Hernandez of Elche) and María del Mar Rueda (University of Granada).
Abstract. This paper introduces estimators of domain means assisted by nested error regression models. The new estimators are modifications of empirical best linear unbiased predictors that takes into account the sampling weights. They are obtained by summing up the model-based predicted values adjusted by a weighted sum residuals. The paper studies the sampling-design properties of the introduced estimators by means of simulation experiments. The simulation results show that the new estimators present a good balance between sampling bias and mean squared error.