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This paper presents a cross-country comparison of significant predictors of small business failure between Italy and the UK. Financial measures of profitability, leverage, coverage, liquidity, scale and non-financial information are…

Applications · Statistics 2014-12-18 Galina Andreeva , Raffaella Calabrese , Silvia Angela Osmetti

The valuation of real estates (e.g., house, land, among others) is of extreme importance for decision making. Their singular characteristics make valuation through hedonic pricing methods dificult since the theory does not specify the…

Applications · Statistics 2011-11-04 Lutemberg Florencio , Francisco Cribari-Neto , Raydonal Ospina

Model-based small area estimation is frequently used in conjunction with survey data in order to establish estimates for under-sampled or unsampled geographies. These models can be specified at either the area-level, or the unit-level, but…

Methodology · Statistics 2020-01-14 Paul A. Parker , Ryan Janicki , Scott H. Holan

Over the last decades, the challenges in applied regression and in predictive modeling have been changing considerably: (1) More flexible model specifications are needed as big(ger) data become available, facilitated by more powerful…

Computation · Statistics 2025-10-07 Nikolaus Umlauf , Nadja Klein , Thorsten Simon , Achim Zeileis

The application of state-of-the-art spatial econometric models requires that the information about the spatial coordinates of statistical units is completely accurate, which is usually the case in the context of areal data. With…

Methodology · Statistics 2019-09-06 Giuseppe Arbia , Maria Michela Dickson , Giuseppe Espa , Diego Giuliani , Flavio Santi

We consider a linear regression model with a spatially correlated error term on a lattice. When estimating coefficients in the linear regression model, the generalized least squares estimator (GLSE) is used if the covariance structures are…

Methodology · Statistics 2014-10-07 Toshihiro Hirano

The two-level normal hierarchical model (NHM) has played a critical role in the theory of small area estimation (SAE), one of the growing areas in statistics with numerous applications in different disciplines. In this paper, we address…

Statistics Theory · Mathematics 2017-01-17 Masayo Yoshimori Hirose , Partha Lahiri

In this paper, we study estimation of nonlinear models with cross sectional data using two-step generalized estimating equations (GEE) in the quasi-maximum likelihood estimation (QMLE) framework. In the interest of improving efficiency, we…

Econometrics · Economics 2018-10-16 Cuicui Lu , Weining Wang , Jeffrey M. Wooldridge

When mapping subnational health and demographic indicators, direct weighted estimators of small area means based on household survey data can be unreliable when data are limited. If survey microdata are available, unit level models can…

Methodology · Statistics 2023-09-22 Peter A. Gao , Jon Wakefield

We consider adaptive estimation and statistical inference for high-dimensional graph-based linear models. In our model, the coordinates of regression coefficients correspond to an underlying undirected graph. Furthermore, the given graph…

Statistics Theory · Mathematics 2020-01-30 Duzhe Wang , Po-Ling Loh

Spatial small area estimation models have become very popular in some contexts, such as disease mapping. Data in disease mapping studies are exhaustive, that is, the available data are supposed to be a complete register of all the…

When doing impact evaluation and making causal inferences, it is important to acknowledge the heterogeneity of the treatment effects for different domains (geographic, socio-demographic, or socio-economic). If the domain of interest is…

Methodology · Statistics 2021-03-12 Setareh Ranjbar , Nicola Salvati , Barbara Pacini

Statistical agencies are often asked to produce small area estimates (SAEs) for positively skewed variables. When domain sample sizes are too small to support direct estimators, effects of skewness of the response variable can be large. As…

Methodology · Statistics 2021-03-09 Sepideh Mosaferi , Malay Ghosh , Rebecca C. Steorts

This paper provides two different novel approaches of slice sampling to estimate the parameters of absolute continuous Marshall-Olkin bivariate Pareto distribution with location and scale parameters. We carry out the bayesian analysis…

Methodology · Statistics 2018-09-19 Biplab Paul , Arabin Kumar Dey , Sanku Dey

In public health management there is a need to produce subnational estimates of health outcomes. Often, however, funds are not available to collect samples large enough to produce traditional survey sample estimates for each subnational…

Applications · Statistics 2008-12-18 Donald Malec , Peter Müller

Small area models are mixed effects regression models that link the small areas and borrow strength from similar domains. When the auxiliary variables used in the models are measured with error, small area estimators that ignore the…

Methodology · Statistics 2018-10-23 Serena Arima , Silvia Polettini

Small area estimators that ignore the sampling design lack design consistency when the sampling mechanism is complex and may be severely biased under informative designs. Existing procedures that account for the survey weights under…

Methodology · Statistics 2026-03-12 William Acero , Domingo Morales , Isabel Molina

We present a new method in problems where estimates are needed for finite population domains with small or even zero sample sizes. In contrast to known estimation methods, an auxiliary information is used to model sizes of population units…

Statistics Theory · Mathematics 2014-06-23 Andrius Čiginas , Tomas Rudys

Weather forecasts are typically given in the form of forecast ensembles obtained from multiple runs of numerical weather prediction models with varying initial conditions and physics parameterizations. Such ensemble predictions tend to be…

Applications · Statistics 2017-01-13 Sebastian Lerch , Sandor Baran

Small area estimation has become an important tool in official statistics, used to construct estimates of population quantities for domains with small sample sizes. Typical area-level models function as a type of heteroscedastic regression,…

Methodology · Statistics 2022-09-07 Paul A. Parker , Scott H. Holan , Ryan Janicki