| rsae-package {rsae} | R Documentation |
Robust Small Area Estimation
Description
The package implements methods to fit the basic unit-level model (also known as model type "B" in Rao, 2003, or nested-error regression model in Battese et al., 1988), to predict area-specific means by the empirical best linear unbiased predictor (EBLUP) or a robust prediction method (Copt and Victoria-Feser, 2009; Heritier et al., 2011), and to compute the mean square prediction error of the predicted area-level means by a parametric bootstrap (Sinha and Rao, 2009; see also Hall and Maiti, 2006; Lahiri, 2003).
The methods are discussed in Schoch (2012).
Details
Implemented methods
maximum likelihood estimator
Huber-type M-estimator (RML II of Richardson and Welsh, 1995, not the method proposed in Sinha and Rao, 2009); see Schoch (2012) for details
How to
Data analysis involves the following steps:
prepare the data/ specify the model for estimation; see
saemodel()fit the model by various (robust) methods; see
fitsaemodel()(robustly) predict the random effects and the area means; see
robpredict()
References
Battese, G. E., Harter, R. M., and W.A. Fuller (1988). An error component model for prediction of county crop areas using. Journal of the American Statistical Association 83, 28–36. doi:10.2307/2288915
Copt, S. and M.-P. Victoria-Feser (2009). Robust Predictions in Mixed Linear Models, Research Report, University of Geneva.
Lahiri, P. (2003). On the impact of bootstrap in survey sampling and small area estimation. Statistical Science 18, 199–210. doi:10.1214/ss/1063994975
Hall, P. and T. Maiti (2006). On parametric bootstrap methods for small area prediction. Journal of the Royal Statistical Society. Series B 68, 221–238. doi:10.1111/j.1467-9868.2006.00541.x
Heritier, S., Cantoni, E., Copt, S., and M.-P. Victoria-Feser (2009). Robust methods in Biostatistics, New York: John Wiley and Sons.
Rao, J.N.K. (2003). Small Area Estimation, New York: John Wiley and Sons.
Richardson, A.M. and A.H. Welsh (1995). Robust restricted maximum likelihood in mixed linear model. Biometrics 51, 1429–1439. doi:10.2307/2533273
Schoch, T. (2012). Robust Unit-Level Small Area Estimation: A Fast Algorithm for Large Datasets. Austrian Journal of Statistics 41, 243–265. doi:10.17713/ajs.v41i4.1548
Sinha, S.K. and J.N.K. Rao (2009). Robust small area estimation. Canadian Journal of Statistics 37, 381–399. doi:10.1002/cjs.10029