Spatial robust small area estimation

Timo Schmid () and Ralf Münnich ()

Statistical Papers, 2014, vol. 55, issue 3, 653-670

Abstract: The accuracy of recent applications in small area statistics in many cases highly depends on the assumed properties of the underlying models and the availability of micro information. In finite population sampling, small sample sizes may increase the sensitivity of the modeling with respect to single units. In these cases, area-specific sample sizes tend to be small such that normal assumptions, even of area means, seem to be violated. Hence, applying robust estimation methods is expected to yield more reliable results. In general, two robust small area methods are applied, the robust EBLUP and the M-quantile method. Additionally, the use of adequate auxiliary information may further increase the accuracy of the estimates. In prediction based approaches where information is needed on universe level, in general, only few variables are available which can be used for modeling. In addition to variables from the dataset, in many cases further information may be available, e.g. geographical information which could indicate spatial dependencies between neighboring areas. This spatial information can be included in the modeling using spatially correlated area effects. Within the paper the classical robust EBLUP is extended to cover spatial area effects via a simultaneous autoregressive model. The performance of the different estimators are compared in a model-based simulation study. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Small area estimation; M-quantile; Robust EBLUP; Spatial correlation; 62F10; 62F35 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00362-013-0517-y

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