Small area estimation of general finite-population parameters based on grouped data
Author
Abstract
Suggested Citation
DOI: 10.1016/j.csda.2023.107741
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Guadarrama, María & Molina, Isabel & Rao, J.N.K., 2018. "Small area estimation of general parameters under complex sampling designs," Computational Statistics & Data Analysis, Elsevier, vol. 121(C), pages 20-40.
- James E. Johndrow & Aaron Smith & Natesh Pillai & David B. Dunson, 2019. "MCMC for Imbalanced Categorical Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(527), pages 1394-1403, July.
- Jian Qing Shi & John Copas, 2002. "Publication bias and meta‐analysis for 2×2 tables: an average Markov chain Monte Carlo EM algorithm," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(2), pages 221-236, May.
- Esther López-Vizcaíno & María José Lombardía & Domingo Morales, 2015. "Small area estimation of labour force indicators under a multinomial model with correlated time and area effects," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(3), pages 535-565, June.
- Marhuenda, Yolanda & Molina, Isabel & Morales, Domingo, 2013. "Small area estimation with spatio-temporal Fay–Herriot models," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 308-325.
- Yves Tillé & Matti Langel, 2012. "Histogram-Based Interpolation of the Lorenz Curve and Gini Index for Grouped Data," The American Statistician, Taylor & Francis Journals, vol. 66(4), pages 225-231, November.
- Giovanni Maria Giorgi & Chiara Gigliarano, 2017. "The Gini Concentration Index: A Review Of The Inference Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 31(4), pages 1130-1148, September.
- María Dolores Esteban & María José Lombardía & Esther López-Vizcaíno & Domingo Morales & Agustín Pérez, 2020. "Small area estimation of proportions under area-level compositional mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 793-818, September.
- Isabel Molina & Ayoub Saei & M. José Lombardía, 2007. "Small area estimates of labour force participation under a multinomial logit mixed model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(4), pages 975-1000, October.
- Sugasawa, Shonosuke & Kubokawa, Tatsuya, 2017. "Transforming response values in small area prediction," Computational Statistics & Data Analysis, Elsevier, vol. 114(C), pages 47-60.
- Richard, Jean-Francois & Zhang, Wei, 2007. "Efficient high-dimensional importance sampling," Journal of Econometrics, Elsevier, vol. 141(2), pages 1385-1411, December.
- Jean-Francois Richard, 2007. "Efficient High-Dimensional Importance Sampling," Working Paper 321, Department of Economics, University of Pittsburgh, revised Jan 2007.
- Yang, Zhenlin, 2006. "A modified family of power transformations," Economics Letters, Elsevier, vol. 92(1), pages 14-19, July.
- Chandra, Hukum & Salvati, Nicola & Chambers, Ray & Tzavidis, Nikos, 2012. "Small area estimation under spatial nonstationarity," Computational Statistics & Data Analysis, Elsevier, vol. 56(10), pages 2875-2888.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Paul Walter & Marcus Groß & Timo Schmid & Nikos Tzavidis, 2021. "Domain prediction with grouped income data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(4), pages 1501-1523, October.
- María Dolores Esteban & María José Lombardía & Esther López-Vizcaíno & Domingo Morales & Agustín Pérez, 2020. "Small area estimation of proportions under area-level compositional mixed models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 793-818, September.
- Isabel Molina & Ewa Strzalkowska‐Kominiak, 2020. "Estimation of proportions in small areas: application to the labour force using the Swiss Census Structural Survey," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(1), pages 281-310, January.
- Jan Pablo Burgard & María Dolores Esteban & Domingo Morales & Agustín Pérez, 2021. "Small area estimation under a measurement error bivariate Fay–Herriot model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 79-108, March.
- María Dolores Esteban & María José Lombardía & Esther López-Vizcaíno & Domingo Morales & Agustín Pérez, 2023. "Small area estimation of average compositions under multivariate nested error regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(2), pages 651-676, June.
- Bauwens, L. & Galli, F., 2009.
"Efficient importance sampling for ML estimation of SCD models,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1974-1992, April.
- Luc, BAUWENS & Fausto Galli, 2007. "Efficient importance sampling for ML estimation of SCD models," Discussion Papers (ECON - Département des Sciences Economiques) 2007032, Université catholique de Louvain, Département des Sciences Economiques.
- BAUWENS, Luc & GALLI, Fausto, 2007. "Efficient importance sampling for ML estimation of SCD models," LIDAM Discussion Papers CORE 2007053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & GALLI, Fausto, 2009. "Efficient importance sampling for ML estimation of SCD models," LIDAM Reprints CORE 2088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Yu, Jun, 2012.
"A semiparametric stochastic volatility model,"
Journal of Econometrics, Elsevier, vol. 167(2), pages 473-482.
- Jun Yu, 2008. "A Semiparametric Stochastic Volatility Model," Working Papers CoFie-04-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
- Florian Heiss, 2016. "Discrete Choice Methods with Simulation," Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 688-692, April.
- Mengheng Li & Siem Jan (S.J.) Koopman, 2018. "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers 18-027/III, Tinbergen Institute.
- Siem Jan Koopman & André Lucas & Marcel Scharth, 2016.
"Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models,"
The Review of Economics and Statistics, MIT Press, vol. 98(1), pages 97-110, March.
- Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2012. "Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models," Tinbergen Institute Discussion Papers 12-020/4, Tinbergen Institute.
- Roman Liesenfeld & Guilherme Valle Moura & Jean‐François Richard, 2010.
"Determinants and Dynamics of Current Account Reversals: An Empirical Analysis,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 486-517, August.
- Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François, 2009. "Determinants and dynamics of current account reversals: an empirical analysis," Economics Working Papers 2009-04, Christian-Albrechts-University of Kiel, Department of Economics.
- Falk Bräuning & Siem Jan Koopman, 2016.
"The dynamic factor network model with an application to global credit risk,"
Working Papers
16-13, Federal Reserve Bank of Boston.
- Falk Bräuning & Siem Jan Koopman, 2016. "The Dynamic Factor Network Model with an Application to Global Credit-Risk," Tinbergen Institute Discussion Papers 16-105/III, Tinbergen Institute.
- Domingo Morales & María del Mar Rueda & Dolores Esteban, 2018. "Model-Assisted Estimation of Small Area Poverty Measures: An Application within the Valencia Region in Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 138(3), pages 873-900, August.
- Mesters, G. & Koopman, S.J., 2014.
"Generalized dynamic panel data models with random effects for cross-section and time,"
Journal of Econometrics, Elsevier, vol. 180(2), pages 127-140.
- Geert Mesters & Siem Jan Koopman, 2012. "Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time," Tinbergen Institute Discussion Papers 12-009/4, Tinbergen Institute, revised 18 Mar 2014.
- Baştürk, N. & Borowska, A. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2019.
"Forecast density combinations of dynamic models and data driven portfolio strategies,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 170-186.
- Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk, 2018. "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Tinbergen Institute Discussion Papers 18-076/III, Tinbergen Institute.
- Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2018. "Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies," Working Paper 2018/10, Norges Bank.
- Blazsek, Szabolcs & Escribano, Alvaro, 2010.
"Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors,"
Journal of Econometrics, Elsevier, vol. 159(1), pages 14-32, November.
- Blazsek, Szabolcs, 2009. "Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors," UC3M Working papers. Economics we098951, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Szabolcs Blazsek & Alvaro Escribano, 2010. "Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors," Post-Print hal-00732533, HAL.
- Ozturk, Serda Selin & Demirer, Riza & Gupta, Rangan, 2022.
"Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks,"
Economics Letters, Elsevier, vol. 217(C).
- Serda Selin Ozturk & Riza Demirer & Rangan Gupta, 2022. "Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks," Working Papers 202215, University of Pretoria, Department of Economics.
- Liesenfeld, Roman & Richard, Jean-François, 2008.
"Improving MCMC, using efficient importance sampling,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 272-288, December.
- Liesenfeld, Roman & Richard, Jean-François, 2006. "Improving MCMC Using Efficient Importance Sampling," Economics Working Papers 2006-05, Christian-Albrechts-University of Kiel, Department of Economics.
- Roman Liesenfeld & Guilherme V. Moura & Jean-François Richard & Hariharan Dharmarajan, 2013.
"Efficient Likelihood Evaluation of State-Space Representations,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(2), pages 538-567.
- DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François, 2009. "Efficient likelihood evaluation of state-space representations," Economics Working Papers 2009-02, Christian-Albrechts-University of Kiel, Department of Economics.
- David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard, 2009. "Efficient Likelihood Evaluation of State-Space Representations," Working Papers 2009/15, Czech National Bank.
- Steffen R. Henzel & Malte Rengel, 2017.
"Dimensions Of Macroeconomic Uncertainty: A Common Factor Analysis,"
Economic Inquiry, Western Economic Association International, vol. 55(2), pages 843-877, April.
- Steffen Henzel & Malte Rengel, 2013. "Dimensions of macroeconomic uncertainty: A common factor analysis," ifo Working Paper Series 167, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Henzel, Steffen R. & Rengel, Malte, 2017. "Dimensions of macroeconomic uncertainty: a common factor analysis," Munich Reprints in Economics 49932, University of Munich, Department of Economics.
- Steffen Henzel & Malte Rengel, 2014. "Dimensions of Macroeconomic Uncertainty: A Common Factor Analysis," CESifo Working Paper Series 4991, CESifo.
More about this item
Keywords
Gibbs sampler; Grouped data; Latent variables; Mixed effects model; Monte Carlo EM algorithm; Small area estimation;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:184:y:2023:i:c:s016794732300052x. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.