Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas

DOI10.1080/01621459.2021.1942014zbMATH Open1514.62147arXiv1912.11028OpenAlexW3167488837MaRDI QIDQ6107232FDOQ6107232

Authors: María José Lombardía, Stefan Sperlich 

Publication date: 3 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Abstract: Today, generalized linear mixed models are broadly used in many fields. However, the development of tools for performing simultaneous inference has been largely neglected in this domain. A framework for joint inference is indispensable to carry out statistically valid multiple comparisons of parameters of interest between all or several clusters. We therefore develop simultaneous confidence intervals and multiple testing procedures for empirical best predictors under generalized linear mixed models. In addition, we implement our methodology to study widely employed examples of mixed models, that is, the unit-level binomial, the area-level Poisson-gamma and the area-level Poisson-lognormal mixed models. The asymptotic results are accompanied by extensive simulations. A case study on predicting poverty rates illustrates applicability and advantages of our simultaneous inference tools.

Full work available at URL: https://arxiv.org/abs/1912.11028

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zbMATH Keywords

small area estimationuniform inferencegeneralized mixed modelsEBPmixed parameters

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Paired and multiple comparisons; multiple testing (62J15)

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Cited In (7)

• Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
• Multivariate Small Area Estimation of Multidimensional Latent Economic Well‐being Indicators
• Bootstrap-based statistical inference for linear mixed effects under misspecifications
• Simultaneous inference for linear mixed model parameters with an application to small area estimation
• Hierarchical Bayes multivariate estimation of poverty rates based on increasing thresholds for small domains
• Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas
• Small area prediction of proportions and counts under a spatial Poisson mixed model

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