A modified nested-error regression model for small area estimation

作者：Herrador M; Esteban M D; Hobza T^*; Morales D

来源：Statistics, 2013, 47(2): 258-273.

DOI：10.1080/02331888.2011.599068

• small area estimation
• linear mixed models
• nested-error regression model
• fixed effects
• random effects
• EBLUP
• outliers

A nested-error regression model having both fixed and random effects is introduced to estimate linear parameters of small areas. The model is applicable to data having a proportion of domains where the variable of interest cannot be described by a standard linear mixed model. Algorithms and formulas to fit the model, to calculate EBLUP and to estimate mean-squared errors are given. A Monte Carlo simulation experiment is presented to illustrate the gain of precision obtained by using the proposed model and to obtain some practical conclusions. A motivating application to Spanish Labour Force Survey data is also given.

• 出版日期2013-4-1