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相关论文: Small Area Estimation under Square Root Transforme…

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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 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

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

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

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

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

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

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

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…

统计方法学 · 统计学 2014-05-12 Aaron T. Porter , Scott H. Holan , Christopher K. Wikle , Noel Cressie

Small area estimation has received enormous attention in recent years due to its wide range of application, particularly in policy making decisions. The variance based on direct sample size of small area estimator is unduly large and there…

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

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…

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

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

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

Small area estimation models are typically based on the normality assumption of response variables. More recently, attention has been drawn to the transformation of the original variables to justify the assumption of normality. Variance…

统计方法学 · 统计学 2025-07-08 Masayo Y. Hirose , Malay Ghosh , Mayumi Oka

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

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

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…

统计方法学 · 统计学 2026-04-24 Sho Kawano , Paul A. Parker , Zehang Richard Li

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,…

统计方法学 · 统计学 2026-01-22 Shushi Nishina , Takahiro Onizuka , Shintaro Hashimoto

A difficulty in MSE estimation occurs because we do not specify a full distribution for the survey weights. This obfuscates the use of fully parametric bootstrap procedures. To overcome this challenge, we develop a novel MSE estimator. We…

统计方法学 · 统计学 2022-10-25 Yanghyeon Cho , Emily Berg
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