The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Hierachical Bayes Estimation of Small Area Means in Repeated Survey

반복조사에서 소지역자료 베이지안 분석

  • 김달호 (경북대학교 자연과학대학 통계학과) ;
  • 김남희 (경북도청 기획관실)
  • Published : 2002.03.01
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Abstract

In this paper, we consider the HB estimators of small area means with repeated survey. mao and Yu(1994) considered small area model with repeated survey data and proposed empirical best linear unbiased estimators. We propose a hierachical Bayes version of Rao and Yu by assigning prior distributions for unknown hyperparameters. We illustrate our HB estimator using very popular data in small area problem and then compare the results with the estimator of Census Bureau and other estimators previously proposed.

Rao와 Yu(1994)는 소지역 추정(small area estimation) 문제를 해결하기 위한 방법으로 추정 시점과 인접지역 정보 등 보조정보와 과걱의 표본조사 결과를 모두 이용하는 모형과 그 모형으로 부터 경험적최량선형비편향추정량(Empirical Best Unbiased Predictor)을 제안하였다. 본 논문에서는 Rao와 Yu의 모형에서 미지의 모수에 대한 사전확률분포를 가정한 계층적 베이즈 추정량을 제안하고, 이를 미국의 주별 4인가족 소득추정문제에 적용하여 그 효율을 미국의 Census Bureau에서 사용하고 있는 경험적 베이즈추정량 및 이전에 제안된 다른 추정량들과 비교하였다.

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References

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  1. An Efficient Estimation of Local Area Unemployment Rate Based on Small Area Estimation vol.24, pp.6, 2011, https://doi.org/10.5351/KJAS.2011.24.6.1129