Penalized Weighted Least Squares to Small Area Estimation

doi:10.1111/sjos.12201

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	Penalized Weighted Least Squares to Small Area Estimation
	Zhu, Rong1 ; Zou, Guohua 1,2; Liang, Hua 3; Zhu, Lixing 4
	2016-09-01
发表期刊	SCANDINAVIAN JOURNAL OF STATISTICS
ISSN	0303-6898
卷号	43 期号:3 页码:736-756
摘要	In this paper, a penalized weighted least squares approach is proposed for small area estimation under the unit level model. The new method not only unifies the traditional empirical best linear unbiased prediction that does not take sampling design into account and the pseudo-empirical best linear unbiased prediction that incorporates sampling weights but also has the desirable robustness property to model misspecification compared with existing methods. The empirical small area estimator is given, and the corresponding second-order approximation to mean squared error estimator is derived. Numerical comparisons based on synthetic and real data sets show superior performance of the proposed method to currently available estimators in the literature.
关键词	basic unit level model inverse probability weighted estimation penalized least squares robustness small area estimation
DOI	10.1111/sjos.12201
语种	英语
资助项目	National Natural Science Foundation of China[11301514] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[11271355] ; Beijing High-level Talents Program ; NSF[DMS-1007167] ; NSF[DMS-1207444] ; Hong Kong Research Grants Council ; [11529101]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000382551600007
出版者	WILEY-BLACKWELL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/23582
专题	系统科学研究所
通讯作者	Zhu, Rong
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Capital Normal Univ, Sch Math Sci, Beijing, Peoples R China 3.George Washington Univ, Dept Stat, Washington, DC 20052 USA 4.Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Zhu, Rong,Zou, Guohua,Liang, Hua,et al. Penalized Weighted Least Squares to Small Area Estimation[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2016,43(3):736-756.
APA	Zhu, Rong,Zou, Guohua,Liang, Hua,&Zhu, Lixing.(2016).Penalized Weighted Least Squares to Small Area Estimation.SCANDINAVIAN JOURNAL OF STATISTICS,43(3),736-756.
MLA	Zhu, Rong,et al."Penalized Weighted Least Squares to Small Area Estimation".SCANDINAVIAN JOURNAL OF STATISTICS 43.3(2016):736-756.