| mspe_PMS_Mis_FH_DHM {SumcaVer1} | R Documentation |
Post model selection MSPE estimation in FH model with mean mis-specification using Datta-Hall-Mandal method. Calculate the post-model selection mspe of Fay-Herriot model with mean mis-specification using Datta-Hall-Mandal method.
Description
Post model selection MSPE estimation in FH model with mean mis-specification using Datta-Hall-Mandal method. Calculate the post-model selection mspe of Fay-Herriot model with mean mis-specification using Datta-Hall-Mandal method.
Usage
mspe_PMS_Mis_FH_DHM(m, p, X, beta1, beta2, A, D, R)
Arguments
m |
number of small areas |
p |
number of fixed model parameters |
X |
covariates |
beta1 |
regression coefficients |
beta2 |
regression coefficients |
A |
variance of area-specific random effects |
D |
sampling variance |
R |
number of simulation runs |
Value
Par: return estimation of model parameters
MSPE.TRUE.Final: return empirical MSPE of small area predictor
mspe.DHM.Final: return mspe of small area predictor using the Datta-Hall-Mandal method
RB.DHM: return relative bias (RB) of mspe of small area predictor using the Datta-Hall-Mandal method
Rate: return the probability of rejection (nominal level= 0.2)
Examples
mspe_PMS_Mis_FH_DHM(20,3,matrix(runif(60,0,1),nrow=20,byrow=TRUE),
c(1,1,1),c(1,1,1),10,2.5,10)