The Fay–Herriot Model in Small Area Estimation

The Fay–Herriot Model in Small Area Estimation

Standard methods of variance component estimation used in the Fay-Herriot model for small areas can produce problems of inadmissible values (negative or zero) for these variances. This implies that the empirical best linear unbiased predictor of a small area mean does not take into account the vari...

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Bibliographic Details
Main Authors: José Luis Ávila-Valdez, Mauricio Huerta, Víctor Leiva, Marco Riquelme, Leonardo Trujillo
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2020-10-01
Series:Revstat Statistical Journal
Subjects:
empirical best linear unbiased predictor
food security and poverty
Monte Carlo simulation
R software
random effects
variance components
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/323

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