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Small area estimation with spatio-temporal Fay–Herriot models

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  • Marhuenda, Yolanda
  • Molina, Isabel
  • Morales, Domingo
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    Abstract

    Small area estimation is studied under a spatio-temporal Fay–Herriot model. Model fitting based on restricted maximum likelihood is described and empirical best linear unbiased predictors are derived under the model. A parametric bootstrap procedure is proposed for the estimation of the mean squared error of the small area estimators. The spatio-temporal model is compared with simpler models through simulation experiments, analyzing the gain in efficiency achieved by the use of the more complex model. The performance of the parametric bootstrap estimator of the mean squared error is also assessed. An application with Spanish EU-SILC data is carried out to obtain estimates of poverty indicators for Spanish provinces in 2008, making use of survey data from years 2004–2008.

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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 58 (2013)
    Issue (Month): C ()
    Pages: 308-325

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    Handle: RePEc:eee:csdana:v:58:y:2013:i:c:p:308-325

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    Web page: http://www.elsevier.com/locate/csda

    Related research

    Keywords: Empirical best linear unbiased estimator; Poverty estimation; Small area estimation; Spatio-temporal model;

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    Cited by:
    1. Marhuenda, Yolanda & Morales, Domingo & del Carmen Pardo, María, 2014. "Information criteria for Fay–Herriot model selection," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 268-280.

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