Small area estimation under a multivariate linear model for repeated measures data

Innocent Ngaruye, Joseph Nzabanita, Dietrich von Rosen and Martin Singull

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 21, 10835-10850

Abstract: In this article, small area estimation under a multivariate linear model for repeated measures data is considered. The proposed model aims to get a model which borrows strength both across small areas and over time. The model accounts for repeated surveys, grouped response units, and random effects variations. Estimation of model parameters is discussed within a likelihood based approach. Prediction of random effects, small area means across time points, and per group units are derived. A parametric bootstrap method is proposed for estimating the mean squared error of the predicted small area means. Results are supported by a simulation study.

Date: 2017
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/03610926.2016.1248784

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