datamsaeRB: Sample Data for Multivariate Small Area Estimation with Ratio... In msaeRB: Ratio Benchmarking for Multivariate Small Area Estimation

Description

Dataset to simulate ratio benchmarking of Multivariate Fay-Herriot model

This data is generated based on multivariate Fay-Herriot model by these following steps:

1. Generate explanatory variables `X1` and `X2`. `X1 ~ N(10, 1)` and `X2 ~ U(9.5, 10.5)`.
Sampling error `e` is generated with the following σe11 = 0.01, σe22 = 0.02, σe33 = 0.03, and ρe = 1/2.
For random effect `u`, we set σu11= 0.02, σu22= 0.03, and σu33= 0.04.
For the weight, we generate `w1, w2, w3` by set w1, w2, w3 ~ U(10, 20)
Set beta, β01 = 10, β02 = 8, β03 = 6, β11 = -0.3, β12 = 0.2, β13 = 0.4, β21 = 0.5, β22 = -0.1, and β23 = -0.2.
Calculate direct estimation `Y1 Y2 Y3` where Yi = Xβ+ui+ei

2. Then combine the direct estimations `Y1 Y2 Y3`, explanatory variables `X1 X2`, weight `w1 w2 w3`, and sampling varians covarians `v1 v12 v13 v2 v23 v3` in a dataframe then named as datamsaeRB

Usage

 `1` ```datamsaeRB ```

Format

A data frame with 30 rows and 14 variables:

Y1

Direct Estimation of Y1

Y2

Direct Estimation of Y2

Y3

Direct Estimation of Y3

X1

Auxiliary variable of X1

X2

Auxiliary variable of X2

w1

Known proportion of units in small areas of Y1

w2

Known proportion of units in small areas of Y2

w3

Known proportion of units in small areas of Y3

v1

Sampling Variance of Y1

v12

Sampling Covariance of Y1 and Y2

v13

Sampling Covariance of Y1 and Y3

v2

Sampling Variance of Y2

v23

Sampling Covariance of Y2 and Y3

v3

Sampling Variance of Y3

msaeRB documentation built on June 13, 2021, 1:06 a.m.