The Fay-Herriot model in small area estimation: EM algorithm and application to official data

zbMATH Open1478.62017MaRDI QIDQ5022995FDOQ5022995

Authors: José Luis Ávila-Valdez, Mauricio Huerta, Víctor Leiva, Marco Riquelme, Leonardo Trujillo 

Publication date: 20 January 2022

Full work available at URL: https://www.ine.pt/revstat/pdf/REVSTAT_v18-n5-07.pdf

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zbMATH Keywords

random effectsvariance componentsMonte Carlo simulationempirical best linear unbiased predictorfood security and poverty

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Sampling theory, sample surveys (62D05)

Cited In (7)

• A new adjusted maximum likelihood method for the Fay-Herriot small area model
• Area specific confidence intervals for a small area mean under the Fay-Herriot model
• Small area estimation under Fay–Herriot models with non-parametric estimation of heteroscedasticity
• An asymmetric area model-based approach for small area estimation applied to survey data
• An adjusted maximum likelihood method for solving small area estimation problems
• Small area estimation using multiple imputation in three-parameter logistic models
• Multivariate Fay-Herriot models for small area estimation with application to household consumption per capita expenditure in Indonesia

Uses Software

• R

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