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The Fay-Herriot model is a standard model for direct survey estimators in which the true quantity of interest, the superpopulation mean, is latent and its estimation is improved through the use of auxiliary covariates. In the context of…

Methodology · Statistics 2013-10-29 Aaron T. Porter , Christopher K. Wikle , Scott H. Holan

The Fay-Herriot (FH) model is widely used in small area estimation and uses auxiliary information to reduce estimation variance at undersampled locations. We extend the type of covariate information used in the FH model to include…

Methodology · Statistics 2014-05-12 Aaron T. Porter , Scott H. Holan , Christopher K. Wikle , Noel Cressie

Small area estimation (SAE) plays a central role in survey statistics and epidemiology, providing reliable estimates for domains with limited sample sizes. The multivariate Fay-Herriot model has been extensively used for this purpose,…

Methodology · Statistics 2026-01-22 Shushi Nishina , Takahiro Onizuka , Shintaro Hashimoto

Area-level models for small area estimation typically rely on areal random effects to shrink design-based direct estimates towards a model-based predictor. Incorporating the spatial dependence of the random effects into these models can…

Methodology · Statistics 2024-04-22 Sho Kawano , Paul A. Parker , Zehang Richard Li

Small area estimation (SAE) produces estimates of population parameters for geographic and demographic subgroups with limited sample sizes. Such estimates are critical for informing policy decisions, ranging from poverty mapping to social…

Methodology · Statistics 2026-04-24 Sho Kawano , Paul A. Parker , Zehang Richard Li

Auxiliary information is increasingly available from administrative and other data sources, but it is often incomplete and of non-probability origin. We propose a two-step small area estimation approach in which the first step relies on…

Methodology · Statistics 2026-02-16 Donatas Šlevinskas , Ieva Burakauskaitė , Andrius Čiginas

The multivariate Fay-Herriot model is quite effective in combining information through correlations among small area survey estimates of related variables or historical survey estimates of the same variable or both. Though the literature on…

Methodology · Statistics 2020-06-29 Takumi Saegusa , Shonosuke Sugasawa , Partha Lahiri

In real applications of small area estimation, one often encounters data with positive response values. The use of a parametric transformation for positive response values in the Fay-Herriot model is proposed for such a case. An…

Methodology · Statistics 2017-03-31 Shonosuke Sugasawa , Tatsuya Kubokawa

The paper concerns small-area estimation in the Fay-Herriot type area-level model with random dispersions, which models the case that the sampling errors change from area to area. The resulting Bayes estimator shrinks both means and…

Methodology · Statistics 2015-07-30 Hiromasa Tamae , Tatsuya Kubokawa

In this article we describe and apply the Fay-Herriot model with spatially correlated random area effects (Pratesi, M., & Salvati, N. (2008)), in order to predict the prevalence of anemia and childhood stunting in Peruvian districts, based…

Methodology · Statistics 2023-11-09 Anna Sikov , José Cerda-Hernández , Eduardo Haro

We study the problem of incorporating covariates in a compound decision setup. It is desired to estimate the means of $n$ response variables, which are independent and normally distributed, and each is accompanied by a vector of covariates.…

Statistics Theory · Mathematics 2010-12-08 N. Cohen , E. Greenshtein , Y. Ritov

This paper is concerned with the small area estimation in the multivariate Fay-Herriot model where covariance matrix of random effects are fully unknown. The covariance matrix is estimated by a Prasad-Rao type consistent estimator, and the…

Statistics Theory · Mathematics 2018-04-27 Tsubasa Ito , Tatsuya Kubokawa

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

We consider a small area estimation model under square-root transformation in the presence of functional measurement error. When measurement error is present, the Bayes predictor can no longer be used as it depends on the covariates even if…

Methodology · Statistics 2023-09-27 Ka Long Keith Ho , Masayo Y. Hirose , Malay Ghosh

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

A two-stage normal hierarchical model called the Fay--Herriot model and the empirical Bayes estimator are widely used to provide indirect and model-based estimates of means in small areas. However, the performance of the empirical Bayes…

Methodology · Statistics 2019-08-26 Shonosuke Sugasawa

This paper promotes the use of random forests as versatile tools for estimating spatially disaggregated indicators in the presence of small area-specific sample sizes. Small area estimators are predominantly conceptualized within the…

Methodology · Statistics 2025-06-19 Patrick Krennmair , Timo Schmid

Machine learning algorithms find frequent application in spatial prediction of biotic and abiotic environmental variables. However, the characteristics of spatial data, especially spatial autocorrelation, are widely ignored. We hypothesize…

Applications · Statistics 2019-12-11 Hanna Meyer , Christoph Reudenbach , Stephan Wöllauer , Thomas Nauss

Small area estimation (SAE) is a common endeavor and is used in a variety of disciplines. In low- and middle-income countries (LMICs), in which household surveys provide the most reliable and timely source of data, SAE is vital for…

Methodology · Statistics 2026-02-17 Jon Wakefield , Jitong Jiang , Yunhan Wu

Human migration exhibits complex spatiotemporal dependence driven by environmental and socioeconomic forces. Modeling such patterns at scale requires methods that accommodate many random effects while remaining feasible when raw data or…

Methodology · Statistics 2026-05-29 Lida Chalangar Jalili Dehkharghani , Li-Hsiang Lin
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