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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…

统计方法学 · 统计学 2026-03-12 William Acero , Domingo Morales , Isabel Molina

Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the…

统计理论 · 数学 2007-06-13 Soumendra N. Lahiri , Tapabrata Maiti , Myron Katzoff , Van Parsons

Semiparametric models are useful in econometrics, social sciences and medicine application. In this paper, a new estimator based on least square methods is proposed to estimate the direction of unknown parameters in semi-parametric models.…

统计方法学 · 统计学 2023-03-10 Jinyue Han , Jun Wang , Wei Gao , Man-Lai Tang

Small area estimation under linear mixed models often assumes that the small area effect is random effect in almost all previous studies. However, in this paper a new approach is proposed explaining small area effect as the unknown function…

统计方法学 · 统计学 2014-04-16 Rong Zhu , Guohua Zou , Chun Wang , Yi Hu

We advance the theory of parametric bootstrap in constructing highly efficient empirical best (EB) prediction intervals of small area means. The coverage error of such a prediction interval is of the order $O(m^{-3/2})$, where $m$ is the…

统计理论 · 数学 2026-03-12 Yuting Chen , Masayo Y. Hirose , Partha Lahiri

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…

统计方法学 · 统计学 2021-01-13 Setareh Ranjbar , Elvezio Ronchetti , Stefan Sperlich

Empirical best prediction (EBP) is a well-known method for producing reliable proportion estimates when the primary data source provides only small or no sample from finite populations. There are potential challenges in implementing…

统计方法学 · 统计学 2025-01-22 Aditi Sen , Partha Lahiri

In this paper we study predictive mean matching mass imputation estimators to integrate data from probability and non-probability samples. We consider two approaches: matching predicted to predicted ($\hat{y}-\hat{y}$~matching; PMM A) and…

统计方法学 · 统计学 2024-06-18 Piotr Chlebicki , Łukasz Chrostowski , Maciej Beręsewicz

This paper introduces empirical best predictors of small area bivariate parameters, like ratios of sums or sums of ratios, by assuming that the target unit-level vector follows a bivariate nested error regression model. The corresponding…

统计方法学 · 统计学 2020-12-02 M. D. Esteban , M. J. Lombardía , E. López-Vizcaíno , D. Morales , A. Pérez

Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…

统计方法学 · 统计学 2023-02-27 Daniel R. Kowal , Bohan Wu

In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…

计量经济学 · 经济学 2023-02-01 Ruochen Wu , Melvyn Weeks

We introduce a general semiparametric clusterwise elliptical distribution to assess how latent cluster structure shapes continuous outcomes. Using a subjectwise representation, we first estimate cluster-specific mean vectors and a…

统计方法学 · 统计学 2026-04-10 Jen-Chieh Teng , Sheng-Hsin Fan , Chin-Tsang Chiang , Ming-Yueh Huang , Alvin Lim

Complex scientific models where the likelihood cannot be evaluated present a challenge for statistical inference. Over the past two decades, a wide range of algorithms have been proposed for learning parameters in computationally feasible…

统计计算 · 统计学 2021-12-16 Aden Forrow , Ruth E. Baker

Many epidemic models are naturally defined as individual-based models: where we track the state of each individual within a susceptible population. Inference for individual-based models is challenging due to the high-dimensional state-space…

统计方法学 · 统计学 2025-08-04 Lorenzo Rimella , Christopher Jewell , Paul Fearnhead

The comparison of subnational areas is ubiquitous but survey samples of these areas are often biased or prohibitively small. Researchers turn to methods such as multilevel regression and poststratification (MRP) to improve the efficiency of…

统计方法学 · 统计学 2021-05-13 Shiro Kuriwaki , Soichiro Yamauchi

Empirical best linear unbiased prediction (EBLUP) method uses a linear mixed model in combining information from different sources of information. This method is particularly useful in small area problems. The variability of an EBLUP is…

统计理论 · 数学 2008-12-18 Snigdhansu Chatterjee , Partha Lahiri , Huilin Li

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

统计理论 · 数学 2020-07-20 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

统计方法学 · 统计学 2018-08-15 Anru Zhang , Lawrence D. Brown , T. Tony Cai

We introduce a new small area predictor when the Fay-Herriot normal error model is fitted to a logarithmically transformed response variable, and the covariate is measured with error. This framework has been previously studied by Mosaferi…

统计方法学 · 统计学 2023-08-23 Sepideh Mosaferi , Malay Ghosh , Shonosuke Sugasawa

Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…

计量经济学 · 经济学 2024-12-03 Zhewen Pan , Yifan Zhang
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