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相关论文: On Measuring the Variability of Small Area Estimat…

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In the small area estimation, the empirical best linear unbiased predictor (EBLUP) in the linear mixed model is useful because it gives a stable estimate for a mean of a smallarea. For measuring uncertainty of EBLUP, much of research is…

统计理论 · 数学 2018-06-08 Tsubasa Ito , Tatsuya Kubokawa

In this paper we derive a second-order unbiased (or nearly unbiased) mean squared prediction error (MSPE) estimator of the empirical best linear unbiased predictor (EBLUP) of a small area mean for a semi-parametric extension to the…

统计方法学 · 统计学 2025-02-26 Shijie Chen , P. Lahiri , J. N. K. Rao

For analyzing unit-level multivariate data in small area estimation, we consider the multivariate nested error regression model (MNER) and provide the empirical best linear unbiased predictor (EBLUP) of a small area characteristic based on…

统计理论 · 数学 2018-04-27 Tsubasa Ito , Tatsuya Kubokawa

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…

统计理论 · 数学 2017-01-17 Masayo Yoshimori Hirose , Partha Lahiri

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…

统计方法学 · 统计学 2015-07-30 Hiromasa Tamae , 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…

统计方法学 · 统计学 2021-03-09 Sepideh Mosaferi , Malay Ghosh , Rebecca C. Steorts

In this paper, we consider parametric transformed Fay-Herriot models, and clarify conditions on transformations under which the estimator of the transformation is consistent. It is shown that the dual power transformation satisfies the…

统计方法学 · 统计学 2016-04-07 Shonosuke Sugasawa , Tatsuya Kubokawa

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…

统计方法学 · 统计学 2019-08-26 Shonosuke Sugasawa

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

Estimating characteristics of domains (referred to as small areas) within a population from sample surveys of the population is an important problem in survey statistics. In this paper, we consider model-based small area estimation under…

统计方法学 · 统计学 2026-03-17 Ziyang Lyu , A. H. Welsh

An empirical best linear unbiased prediction (EBLUP) estimator is utilized for efficient inference in small-area estimation. To measure its uncertainty, we need to estimate its mean squared error (MSE) since the true MSE cannot generally be…

统计方法学 · 统计学 2016-12-14 Masayo Yoshimori Hirose

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…

统计方法学 · 统计学 2013-10-29 Aaron T. Porter , Christopher K. Wikle , Scott H. Holan

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…

统计方法学 · 统计学 2023-09-27 Ka Long Keith Ho , Masayo Y. Hirose , Malay Ghosh

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…

统计方法学 · 统计学 2026-02-16 Donatas Šlevinskas , Ieva Burakauskaitė , Andrius Čiginas

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

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…

统计方法学 · 统计学 2017-03-31 Shonosuke Sugasawa , Tatsuya Kubokawa

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…

统计方法学 · 统计学 2017-05-15 Shonosuke Sugasawa , Hiromasa Tamae , Tatsuya Kubokawa

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…

统计方法学 · 统计学 2022-03-01 Andrius Čiginas

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…

机器学习 · 统计学 2025-03-20 Zhenhua Wang , Paul A. Parker , Scott H. Holan

We consider benchmarked empirical Bayes (EB) estimators under the basic area-level model of Fay and Herriot while requiring the standard benchmarking constraint. In this paper we determine the excess mean squared error (MSE) from…

统计方法学 · 统计学 2013-04-08 Rebecca C. Steorts , Malay Ghosh
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