datasae2 {msae} | R Documentation |
Data generated based on Autoregressive Multivariate Fay Herriot Model (Model 2)
Description
This data is generated based on autoregressive multivariate Fay-Herriot model (model 2) by following these steps:
Generate sampling error
e
, random effectu
, and auxiliary variablesX1 X2
.For sampling error
e
, we set~
, where
, with
= 0.1 ,
= 0.2 ,
= 0.3 , and
= 0.5.
For random effect
u
, we set~
, where
= 0.4, and
= 0.8.
For auxiliary variables
X1 and X2
, we set~
and
~
.
Calculate direct estimation
Y1 Y2 and Y3
, where=
. We take
and
.
Auxiliary variables X1 X2
, direct estimation Y1 Y2 Y3
, and sampling variance-covariance v1 v2 v3 v12 v13 v23
are combined into a dataframe called datasae2.
Usage
datasae2
Format
A data frame with 50 rows and 11 variables:
- X1
Auxiliary variable of X1
- X2
Auxiliary variable of X2
- Y1
Direct Estimation of Y1
- Y2
Direct Estimation of Y2
- Y3
Direct Estimation of Y3
- v1
Sampling Variance of Y1
- v12
Sampling Covariance of Y1 and Y2
- v13
Sampling Covariance of Y1 and Y3
- v2
Sampling Variance of Y2
- v23
Sampling Covariance of Y2 and Y3
- v3
Sampling Variance of Y3
Reference
Benavent, Roberto & Morales, Domingo. (2015). Multivariate Fay-Herriot models for small area estimation. Computational Statistics & Data Analysis. 100. 372-390. DOI: 10.1016/j.csda.2015.07.013.