agfh

Agnostic Fay-Herriot Model for Small Area Statistics

Last update: 21 June 2023

Copyright license: GNU General Public License

Software version identifier: 0.2.1

Implements the Agnostic Fay-Herriot model, an extension of the traditional small area model. In place of normal sampling errors, the sampling error distribution is estimated with a Gaussian process to accommodate a broader class of distributions. This flexibility is most useful in the presence of bounded, multi-modal, or heavily skewed sampling errors.

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