NSAE {NSAE}

NSAE : Nonstationary Small Area Estimation

Description

Executes nonstationary Fay-Herriot model and nonstationary generalized linear mixed model for small area estimation. It produces empirical best linear unbiased predictor (EBLUP) and empirical best predictor (EBP) under stationary and nonstationary Fay-Herriot models. Functions give EBLUP and EBP estimators along with their mean squared error (MSE) estimator for each model. The nonstationary Fay-Herriot model was developed by Hukum Chandra, Nicola Salvati and Ray Chambers (2015) <doi:10.1093/jssam/smu026> and the nonstationary generalized linear mixed model was developed by Hukum Chandra, Nicola Salvati and Ray Chambers (2017) <doi:10.1016/j.spasta.2017.01.004>.

Author(s)

Hukum Chandra, Nicola Salvati, Ray Chambers, Saurav Guha

Maintainer: Saurav Guha [e-mail]

Functions

eblupFH1

Provides the EBLUPs and MSE under stationary Fay-Herriot model for sample area

eblupFH2

Provides the EBLUPs and MSE under stationary Fay-Herriot model for sample and non-sample area

eblupNSFH1

Provides the EBLUPs and MSE under nonstationary Fay-Herriot model for sample area

eblupNSFH2

Provides the EBLUPs and MSE under nonstationary Fay-Herriot model for sample and non-sample area

NS.test

Provides a p-value for testing spatial nonstationarity in the data under Fay-Herriot model.

ebp

Provides the EBPs and MSE under stationary generalized linear mixed model.

ebpNS

Provides the EBPs and MSE under nonstationary generalized linear mixed model.

ebpSP

Provides the EBPs and MSE under a spatially correlated generalized linear mixed model.

ebpNP

Provides the EBPs and MSE under nonparametric generalized linear mixed model.

NSglm.test

Provides a p-value for testing spatial nonstationarity in the data under generalized linear mixed model.

Reference

• Chandra, H., Salvati, N., & Chambers, R. (2015). A spatially nonstationary fay-herriot model for small area estimation. Journal of survey statistics and methodology. 3. 109-135. DOI:10.1093/jssam/smu026.

• Chandra, H., Salvati, N., & Chambers, R. (2017). Small area prediction of counts under a non-stationary spatial model. Spatial Statistics. 20. 30-56. DOI:10.1016/j.spasta.2017.01.004.

• Chandra, H., Salvati, N., & Chambers, R. (2018). Small area estimation under a spatially non-linear model. Computational Statistics and Data Analysis. 126. 19-38. DOI:10.1016/j.csda.2018.04.002.

• Fay, R. E. & Herriot, R. A. (1979). Estimates of Income for Small Places: An Application of James-Stein Procedures to Census Data. Journal of the American Statistical Association. 74. 269-277. DOI:10.2307/2286322.

• Rao, J.N.K & Molina. (2015). Small Area Estimation 2nd Edition. New York: John Wiley and Sons, Inc.