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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

Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…

Methodology · Statistics 2022-06-28 Daisuke Kurisu , Takuya Ishihara , Shonosuke Sugasawa

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

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

Traditional direct estimation methods are not efficient for domains of a survey population with small sample sizes. To estimate the domain proportions, we combine the direct estimators and the regression-synthetic estimators based on…

Methodology · Statistics 2022-03-01 Andrius Čiginas

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

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

The paper delineates a proper statistical setting for defining the sampling design for a small area estimation problem. This problem is often treated only via indirect estimation using the values of the variable of interest also from…

Methodology · Statistics 2023-03-16 Piero Demetrio Falorsi , Stefano Falorsi , Vincenzo Nardelli , Paolo Righi

Where the response variable in a big data set is consistent with the variable of interest for small area estimation, the big data by itself can provide the estimates for small areas. These estimates are often subject to the coverage and…

Methodology · Statistics 2024-01-10 Siu-Ming Tam , Shaila Sharmeen

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

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

Using sample surveys as a cost effective tool to provide estimates for characteristics of interest at population and sub-populations (area/domain) level has a long tradition in "small area estimation". However, the existence of outliers in…

Methodology · Statistics 2021-01-13 Setareh Ranjbar , Elvezio Ronchetti , Stefan Sperlich

For small area estimation of area-level data, the Fay-Herriot model is extensively used as a model based method. In the Fay-Herriot model, it is conventionally assumed that the sampling variances are known whereas estimators of sampling…

Methodology · Statistics 2017-05-15 Shonosuke Sugasawa , Hiromasa Tamae , Tatsuya Kubokawa

In many scientific domains, including experimentation, researchers rely on measurements of proxy outcomes to achieve faster and more frequent reads, especially when the primary outcome of interest is challenging to measure directly. While…

Methodology · Statistics 2026-05-08 Steven Wilkins-Reeves , Alexandra N. M. Darmon , Deeksha Sinha

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

Area-specific causal inference is important in many policy and survey applications, where the goal is to evaluate treatment effects for small geographic or demographic domains. Existing causal small area estimation methods, however,…

Statistics Theory · Mathematics 2026-05-06 Tsubasa Ito , Shonosuke Sugasawa

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

Small area estimation models are essential for estimating population characteristics in regions with limited sample sizes, thereby supporting policy decisions, demographic studies, and resource allocation, among other use cases. The spatial…

Machine Learning · Statistics 2025-03-20 Zhenhua Wang , Paul A. Parker , Scott H. Holan

Sample surveys are widely used to obtain information about totals, means, medians, and other parameters of finite populations. In many applications, similar information is desired for subpopulations such as individuals in specific…

Methodology · Statistics 2017-05-30 Jiahua Chen , Yukun Liu
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