IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

A new class of semi-mixed effects models and its application in small area estimation

  • José Lombardía, María
  • Sperlich, Stefan

In multi-level regression, using a fixed effect for each cluster leads to models that are flexible but that have poor estimation accuracy. In small area studies, for example, fixed effects models are typically over-parameterized. Regarding region as a random effect reduces the number of parameters, and hence, the flexibility, but requires crucial assumptions, such as that of independence between covariates and the random effects. A new class of semi-mixed effects models introduced here includes random and fixed effects models as extreme cases. This class of models constitutes a continuum of models, indexed by a “slider”, that determines the position of the model between these two extremes. Thus, the model selected can be close to the parsimonious random effects case, but far enough away from it to filter out unwanted dependences. The methodology is used for a small area analysis of tourist expenditures in Galicia.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.sciencedirect.com/science/article/pii/S0167947312000357
Download Restriction: Full text for ScienceDirect subscribers only.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

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

Volume (Year): 56 (2012)
Issue (Month): 10 ()
Pages: 2903-2917

as
in new window

Handle: RePEc:eee:csdana:v:56:y:2012:i:10:p:2903-2917
Contact details of provider: Web page: http://www.elsevier.com/locate/csda

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:56:y:2012:i:10:p:2903-2917. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.