• Title/Summary/Keyword: empirical best linear unbiased predictor

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Hierachical Bayes Estimation of Small Area Means in Repeated Survey (반복조사에서 소지역자료 베이지안 분석)

  • 김달호;김남희
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.119-128
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    • 2002
  • 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.

A Study on the Construction of Weights for Combined Rolling Samples (순환표본의 결합을 위한 가중치 산출에 대한 연구)

  • Song, Jong-Ho;Park, Jin-Woo;Byun, Jong-Seok;Park, Min-Gue
    • Survey Research
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    • v.11 no.1
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    • pp.19-41
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    • 2010
  • Although it is possible to provide statistically reliable estimators of the entire population parameters based on each independent rolling sample, estimators of the small areas may not have the required statistical efficiency. Thus, in general, small area estimators are calculated based on the combined rolling sample after entire rolling sample survey is finished. In this study, we considered the construction of weights that is necessary in the analysis of the combined rolling sample. Unlike the past studies that provided the empirical results for the corresponding specific rolling sample survey, we considered linear models that depends only on design variables and rolling period and provided the corresponding Best Linear Unbiased Predictor(BLUP). Through a simulation study, we proposed the estimators for the population parameters that are robust to model failure and the BLUP under the assumed model. The results are applied to the 4th Korea National Health and Nutrition Examination Survey.

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Shrinkage Small Area Estimation Using a Semiparametric Mixed Model (준모수혼합모형을 이용한 축소소지역추정)

  • Jeong, Seok-Oh;Choo, Manho;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.27 no.4
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    • pp.605-617
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    • 2014
  • Small area estimation is a statistical inference method to overcome large variance due to a small sample size allocated in a small area. A shrinkage estimator obtained by minimizing relative error(RE) instead of MSE has been suggested. The estimator takes advantage of good interpretation when the data range is large. A semiparametric estimator is also studied for small area estimation. In this study, we suggest a semiparametric shrinkage small area estimator and compare small area estimators using labor statistics.