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Activity Number: 489
Type: Invited
Date/Time: Thursday, August 10, 2006 : 8:30 AM to 10:20 AM
Sponsor: Section on Survey Research Methods
Abstract - #305098
Title: Influence Functions and Robust Bayes Estimation
Author(s): Malay Ghosh*+ and Tapabrata Maiti and Ananya Roy
Companies: University of Florida and Iowa State University and University of Florida
Address: Department of Statistics, Gainesville, FL, 32611-8545,
Keywords: influence functions ; small area estimation ; robust Bayes ; robust empirical Bayes
Abstract:

We introduce new robust Bayes and empirical Bayes small-area estimation procedures based on area level models. We have derived an expression for the predictive influence function and proposed new small-area estimators based on standardized versions of the same. Mean-squared errors and estimated mean-squared errors of these estimators also are found. A small simulation study shows the superior performance of the proposed estimators over the standard estimators.

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