datasaeT {msaeHB} | R Documentation |
Sample Data for Small Area Estimation using Hierarchical Bayesian Method under Multivariate T distribution
Description
Dataset to simulate Small Area Estimation using Hierarchical Bayesian Method under Multivariate T distribution
This data is generated by these following steps:
Generate sampling error
e
, random effectu
, and auxiliary variablesX1 X2
.For sampling error
e
, we setis multivariate T distributed where the vector of noncentrality parameters is zero, scale matrix
, with
~
and
= 0.5, and degree of freedom
~
.
For random effect
u
, we set~
.
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 datasaeT
Usage
datasaeT
Format
A data frame with 30 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