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Covariate Selection for Small Area Estimation in Repeated Sample Surveys

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  • van den Brakel Jan A.

    (Statistics Netherlands, Department of Statistical Methods and Maastricht University, Department of Quantitative Economics, Netherlands, ; Netherlands)

  • Buelens Bart

    (Statistics Netherlands, Department of Statistical Methods, Netherlands, ; Netherlands)

Abstract

If the implementation of small area estimation methods to multiple editions of a repeated sample survey is considered, then the question arises which covariates to use in the models. Applying standard model selection procedures independently to the different editions of the survey may identify different sets of covariates for each edition. If the small area predictions are sensitive to the different models, this is undesirable in official statistics since monitoring change over time of statistical quantities is of utmost importance. Therefore, potential confounding of true change and methodological alterations should be avoided. An approach to model selection is proposed resulting in a single set of covariates for multiple survey editions. This is achieved through conducting covariate selection simultaneously for all editions, minimizing the average of the edition-specific conditional Akaike Information Criteria. Consecutive editions of the Dutch crime victimization survey are used as a case study. Municipal estimates of three survey variables are obtained using area level models. The proposed averaging strategy is compared to the standard method of considering each edition separately, and to an elementary approach using covariates selected in the first edition. Resulting models, point estimates and MSE estimates are analyzed, indicating no substantial adverse effects of the conceptually attractive averaging strategy.

Suggested Citation

  • van den Brakel Jan A. & Buelens Bart, 2015. "Covariate Selection for Small Area Estimation in Repeated Sample Surveys," Statistics in Transition New Series, Polish Statistical Association, vol. 16(4), pages 523-540, December.
    • Handle: RePEc:vrs:stintr:v:16:y:2015:i:4:p:523-540:n:4
    DOI: 10.21307/stattrans-2015-031
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    References listed on IDEAS

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    1. Harm Jan Boonstra & Jan A. Van Den Brakel & Bart Buelens & Sabine Krieg & Marc Smeets, 2008. "Towards small area estimation at Statistics Netherlands," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 21-49.
    2. Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258.
    3. Pfeffermann, Danny & Tiller, Richard, 2006. "Small-Area Estimation With StateSpace Models Subject to Benchmark Constraints," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1387-1397, December.
    4. Florin Vaida & Suzette Blanchard, 2005. "Conditional Akaike information for mixed-effects models," Biometrika, Biometrika Trust, vol. 92(2), pages 351-370, June.
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