Improving both domain and total area estimation by composition

In this article we propose small area estimators for both the small and large area parameters. When the objective is to estimate parameters at both levels, optimality is achieved by a sample design that combines fixed and proportional allocation. In such a design, one fraction of the sample is distr...

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Detalles Bibliográficos
Autores: Costa, Àlex, Satorra, A., Ventura, Eva
Tipo de recurso: artículo
Fecha de publicación:2004
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/3741
Acceso en línea:https://hdl.handle.net/2099/3741
Access Level:acceso abierto
Palabra clave:Inference
Multivariate analysis
Inferència
Anàlisi multivariable
Classificació AMS::62 Statistics::62J Linear inference, regression
Classificació AMS::62 Statistics::62H Multivariate analysis
Descripción
Sumario:In this article we propose small area estimators for both the small and large area parameters. When the objective is to estimate parameters at both levels, optimality is achieved by a sample design that combines fixed and proportional allocation. In such a design, one fraction of the sample is distributed proportionally among the small areas and the rest is evenly distributed. Simulation is used to assess the performance of the direct estimator and two composite small area estimators, for a range of sample sizes and different sample distributions. Performance is measured in terms of mean squared errors for both small and large area parameters. Small area composite estimators open the possibility of reducing the sample size when the desired precision is given, or improving precision for a given sample size.