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A Fay-Herriot Model with Different Random Effect Variances

SYSNO ASEP	0365252
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	A Fay-Herriot Model with Different Random Effect Variances
Author(s)	Hobza, Tomáš (UTIA-B) Morales, D. (ES) Herrador, M. (ES) Esteban, M.D. (ES)
Number of authors	4
Source Title	Communications in Statistics - Theory and Methods. - : Taylor & Francis - ISSN 0361-0926 Roč. 40, č. 5 (2011), s. 785-797
Number of pages	13 s.
Publication form	www - www
Language	eng - English
Country	US - United States
Keywords	small area estimation ; Fay-Herriot model ; Linear mixed model ; Labor Force Survey
Subject RIV	BB - Applied Statistics, Operational Research
R&D Projects	1M0572 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
UT WOS	000284884400002
DOI	10.1080/03610920903480858
Annotation	A modification of the Fay–Herriot model is introduced to treat situations where small areas are divided in two groups and domain random effects have different variances across the groups. The model is applicable to data having a large subset of domains where direct estimates of the variable of interest cannot be described in the same way as in its complementary subset of domains. This is generally the case when domains are constructed by crossing geographical characteristics with sex. Algorithms and formulas to fit the model, to calculate EBLUPs and to estimate mean squared errors are given. Monte Carlo simulation experiments are presented to illustrate the gain of precision obtained by using the proposed model and to get some practical conclusions. A motivating application to Spanish Labour Force Survey data is also given.
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2012

Number of the records: 1