IDEAS home Printed from https://ideas.repec.org/a/oup/biomet/v95y2008i3p573-585.html
   My bibliography  Save this article

Influence functions and robust Bayes and empirical Bayes small area estimation

Author

Listed:
  • Malay Ghosh
  • Tapabrata Maiti
  • Ananya Roy

Abstract

We introduce new robust small area estimation procedures based on area-level models. We first find influence functions corresponding to each individual area-level observation by measuring the divergence between the posterior density functions of regression coefficients with and without that observation. Next, based on these influence functions, properly standardized, we propose some new robust Bayes and empirical Bayes small area estimators. The mean squared errors and estimated mean squared errors of these estimators are also found. A small simulation study compares the performance of the robust and the regular empirical Bayes estimators. When the model variance is larger than the sample variance, the proposed robust empirical Bayes estimators are superior. Copyright 2008, Oxford University Press.

Suggested Citation

  • Malay Ghosh & Tapabrata Maiti & Ananya Roy, 2008. "Influence functions and robust Bayes and empirical Bayes small area estimation," Biometrika, Biometrika Trust, vol. 95(3), pages 573-585.
  • Handle: RePEc:oup:biomet:v:95:y:2008:i:3:p:573-585
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1093/biomet/asn030
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Sugasawa, Shonosuke & Kubokawa, Tatsuya, 2017. "Transforming response values in small area prediction," Computational Statistics & Data Analysis, Elsevier, vol. 114(C), pages 47-60.
    2. repec:csb:stintr:v:17:y:2016:i:1:p:67-90 is not listed on IDEAS
    3. Tzavidis, Nikos & Zhang, Li-Chun & Luna Hernandez, Angela & Schmid, Timo & Rojas-Perilla, Natalia, 2016. "From start to finish: A framework for the production of small area official statistics," Discussion Papers 2016/13, Free University Berlin, School of Business & Economics.
    4. Chakraborty Adrijo & Datta Gauri Sankar & Mandal Abhyuday, 2016. "A Two-Component Normal Mixture Alternative to the Fay-Herriot Model," Statistics in Transition New Series, Polish Statistical Association, vol. 17(1), pages 67-90, March.
    5. Berg, Emily & Chandra, Hukum, 2014. "Small area prediction for a unit-level lognormal model," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 159-175.
    6. Adrijo Chakraborty & Gauri Sankar Datta & Abhyuday Mandal, 2016. "A Two-Component Normal Mixture Alternative To The Fay-Herriot Model," Statistics in Transition New Series, Polish Statistical Association, vol. 17(1), pages 67-90, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:oup:biomet:v:95:y:2008:i:3:p:573-585. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Oxford University Press (email available below). General contact details of provider: https://academic.oup.com/biomet .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.