Small area estimation of general finite-population parameters based on grouped data

DOI10.1016/J.CSDA.2023.107741MaRDI QIDQ6115532zbMATH OpenFDO

Authors Yuki Kawakubo, Genya Kobayashi

Publication date 13 July 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.07239

zbMATH Keywords

Gibbs samplergrouped datalatent variablesmixed effects modelMonte Carlo EM algorithmsmall area estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Abstract: This paper proposes a new model-based approach to small area estimation of general finite-population parameters based on grouped data or frequency data, which is often available from sample surveys. Grouped data contains information on frequencies of some pre-specified groups in each area, for example the numbers of households in the income classes, and thus provides more detailed insight about small areas than area-level aggregated data. A direct application of the widely used small area methods, such as the Fay-Herriot model for area-level data and nested error regression model for unit-level data, is not appropriate since they are not designed for grouped data. The newly proposed method adopts the multinomial likelihood function for the grouped data. In order to connect the group probabilities of the multinomial likelihood and the auxiliary variables within the framework of small area estimation, we introduce the unobserved unit-level quantities of interest which follows the linear mixed model with the random intercepts and dispersions after some transformation. Then the probabilities that a unit belongs to the groups can be derived and are used to construct the likelihood function for the grouped data given the random effects. The unknown model parameters (hyperparameters) are estimated by a newly developed Monte Carlo EM algorithm using an efficient importance sampling. The empirical best predicts (empirical Bayes estimates) of small area parameters can be calculated by a simple Gibbs sampling algorithm. The numerical performance of the proposed method is illustrated based on the model-based and design-based simulations. In the application to the city level grouped income data of Japan, we complete the patchy maps of the Gini coefficient as well as mean income across the country.

Recommendations

• Estimation and inference for area-wise spatial income distributions from grouped data
• Small area estimation of additive parameters under unit-level generalized linear mixed models
• An area-level gamma mixed model for small area estimation
• Small area estimation of general parameters: Bayesian transformed spatial prediction approach
• Small area estimators based on restricted mixed models

Cites work

• A modified family of power transformations
• Adaptively transformed mixed-model prediction of general finite-population parameters
• Efficient high-dimensional importance sampling
• Histogram-Based Interpolation of the Lorenz Curve and Gini Index for Grouped Data
• scientific article; zbMATH DE number 7008320 (Why is no real title available?)
• MCMC for imbalanced categorical data
• Model selection in linear mixed models
• Multinomial-based small area estimation of labour force indicators
• New important developments in small area estimation
• Prediction in heteroscedastic nested error regression models with random dispersions
• Publication Bias and Meta-Analysis for 2×2 Tables: An Average Markov Chain Monte Carlo EM Algorithm
• Small area estimation
• Small area estimation of complex parameters under unit‐level models with skew‐normal errors
• Small area estimation of general parameters under complex sampling designs
• Small area estimation of poverty indicators
• Small area estimation of proportions under area-level compositional mixed models
• Small area estimation under spatial nonstationarity
• Small area estimation via heteroscedastic nested-error regression
• Small area estimation with spatio-temporal Fay-Herriot models
• Small area shrinkage estimation
• Transforming response values in small area prediction

Cited in

(2)

• Small area estimation with subgroup analysis
• Hierarchical Bayesian models for small area estimation with GB2 distribution

This page was built for publication: Small area estimation of general finite-population parameters based on grouped data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6115532)