Area-Level Small Area Estimation with Missing Values

Jan Pablo Burgard, Domingo Morales and Anna-Lena Wölwer

No 2019-14, Research Papers in Economics from University of Trier, Department of Economics

Abstract: Model-based small area predictors are derived under the assumption that data files are complete. In application to real data, files may contain missing values. We introduce a variant of the bivariate Fay-Herriot model that takes into account for missing values in one component of the target variable and give fitting algorithms to estimate the model parameters. Based on the new model, we introduce empirical best predictors of domain means and derive an approximation to the mean squared error.

Keywords: Multivariate models; Fay-Herriot model; small area estimation; missing values (search for similar items in EconPapers)
Pages: 18 pages
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:trr:wpaper:201914

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