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Penalized Weighted Least Squares to Small Area Estimation
Zhu, Rong1; Zou, Guohua1,2; Liang, Hua3; Zhu, Lixing4
2016-09-01
Source PublicationSCANDINAVIAN JOURNAL OF STATISTICS
ISSN0303-6898
Volume43Issue:3Pages:736-756
AbstractIn 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.
Keywordbasic unit level model inverse probability weighted estimation penalized least squares robustness small area estimation
DOI10.1111/sjos.12201
Language英语
Funding ProjectNational 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 Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000382551600007
PublisherWILEY-BLACKWELL
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/23582
Collection系统科学研究所
Affiliation1.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
Recommended Citation
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.
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