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doi: 10.2139/ssrn.1107775
handle: 20.500.11797/RP2333 , 2099/8946 , 10230/402
Most methods for small-area estimation are based on composite estimators derived from designor model-based methods. A composite estimator is a linear combination of a direct and an indirect estimator with weights that usually depend on unknown parameters which need to be estimated. Although model-based small-area estimators are usually based on random-effects models, the assumption of fixed effects is at face value more appropriate. Model-based estimators are justified by the assumption of random area effects; in practice, however, areas can not be substituted for one another in a random manner (we say, they are not interchangeable). In the present paper we empirically assess the quality of several small-area estimators in the setting in which the area effects are treated as fixed. We consider two settings: one that draws samples from a theoretical population, and another that draws samples from an empirical population of a labour force register maintained by the National Institute of Social Security (NISS) of Catalonia. We distinguish two types of composite estimators: a) those that use weights that involve area specific estimates of bias and variance; and, b) those that use weights that involve a common variance and a common squared bias estimate for all the areas. We assess their precision and discuss alternatives to optimizing composite estimation in applications.
Estadística matemàtica, small area estimation, Small area estimation, Composite estimator, :62 Statistics::62G Nonparametric inference [Classificació AMS], monte carlo study, Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica, Empirical BLUP, composite estimator, Random effect model, Small area estimation, composite estimator, Monte Carlo study, random effect model, BLUP, empirical BLUP, BLUP, Monte Carlo study, Classificació AMS::62 Statistics::62J Linear inference, Classificació AMS::62 Statistics::62J Linear inference, regression, empirical blup, blup, Mathematical statistics ; Regression analysis, Mathematical statistics, random effect model, Statistics, Econometrics and Quantitative Methods, :Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC], :62 Statistics::62J Linear inference, regression [Classificació AMS], regression, Classificació AMS::62 Statistics::62G Nonparametric inference, Regression analysis
Estadística matemàtica, small area estimation, Small area estimation, Composite estimator, :62 Statistics::62G Nonparametric inference [Classificació AMS], monte carlo study, Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica, Empirical BLUP, composite estimator, Random effect model, Small area estimation, composite estimator, Monte Carlo study, random effect model, BLUP, empirical BLUP, BLUP, Monte Carlo study, Classificació AMS::62 Statistics::62J Linear inference, Classificació AMS::62 Statistics::62J Linear inference, regression, empirical blup, blup, Mathematical statistics ; Regression analysis, Mathematical statistics, random effect model, Statistics, Econometrics and Quantitative Methods, :Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC], :62 Statistics::62J Linear inference, regression [Classificació AMS], regression, Classificació AMS::62 Statistics::62G Nonparametric inference, Regression analysis
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