←Back
631 – Small Area Estimation: “Producing Estimates for Small Areas from Sampled Data”
Two-Fold Subarea Models for Small Area Estimation: Some Theory and Model Selection
Sponsor: Survey Research Methods Section
Keywords: empirical best prediction, importance sampling, information criterion, small area estimation, subarea models, variable selection
Song Cai
Carleton University
Goldshid Chatrchi
Statistics Canada
Laura Dumitrescu
Victoria University
J.N.K Rao
Carleton University
We study some inference problems under two-fold subarea models with random effects, which generalize the celebrated Fay-Herriot area model. We develop the theory of empirical best prediction for a subarea parameter under unmatched two-fold subarea models. In addition, we propose an effective variable selection method under matched two-fold subarea models, based on transformation. Simulation results are provided to illustrate the strengths of the proposed methods.