This paper introduces a three-fold Fay–Herriot model with random efects at three hierarchical levels. Small area best linear unbiased predictors of linear indicators are derived from the new model and the corresponding mean squared errors are approximated and estimated analytically and by parametric bootstrap. The problem of infuence analysis and model diagnostics is addressed by introducing measures adapted to small area estimation. Simulation experiments empirically investigate the behavior of the predictors and mean squared error estimators. The new statistical methodology is applied to Spanish living conditions survey of 2004–2008. The target is the estimation of proportions of women and men under the poverty line by province and year

Three-fold Fay–Herriot model for small area estimation and its diagnostics

Laura Marcis;Maria Chiara Pagliarella;Renato Salvatore
2023-01-01

Abstract

This paper introduces a three-fold Fay–Herriot model with random efects at three hierarchical levels. Small area best linear unbiased predictors of linear indicators are derived from the new model and the corresponding mean squared errors are approximated and estimated analytically and by parametric bootstrap. The problem of infuence analysis and model diagnostics is addressed by introducing measures adapted to small area estimation. Simulation experiments empirically investigate the behavior of the predictors and mean squared error estimators. The new statistical methodology is applied to Spanish living conditions survey of 2004–2008. The target is the estimation of proportions of women and men under the poverty line by province and year
File in questo prodotto:
File Dimensione Formato  
Marcis, Morales, Pagliarella, Salvatore (2023) SMAP.pdf

accesso aperto

Descrizione: Articolo in rivista
Tipologia: Versione Editoriale (PDF)
Licenza: Creative commons
Dimensione 2.92 MB
Formato Adobe PDF
2.92 MB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11580/99105
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
social impact