mse_msaeRB: Parametric Bootstrap Mean Squared Error Estimators of Ratio...

In msaeRB: Ratio Benchmarking for Multivariate Small Area Estimation

Description

Calculates the parametric bootstrap mean squared error estimates of ratio benchmarking for multivariate small area estimation

Usage

mse_msaeRB(
  formula,
  vardir,
  weight,
  samevar = FALSE,
  B = 1000,
  MAXITER = 100,
  PRECISION = 1e-04,
  data
)

Arguments

formula	an object of class list of formula describe the fitted models
vardir	matrix containing sampling variances of direct estimators. The order is: var1, cov12, ..., cov1r, var2, cov23, ..., cov2r, ..., cov(r-1)(r), var(r)
weight	matrix containing proportion of units in small areas. The order is: w1, w2, ..., w(r)
samevar	logical. If TRUE, the varians is same. Default is FALSE
B	number of bootstrap. Default is 1000
MAXITER	maximum number of iterations for Fisher-scoring. Default is 100
PRECISION	coverage tolerance limit for the Fisher Scoring algorithm. Default value is 1e-4
data	dataframe containing the variables named in formula, vardir, and weight

Value

mse.eblup	estimated mean squared errors of the EBLUPs for the small domains based on Prasad Rao
pbmse.eblupRB	parametric bootstrap mean squared error estimates of the ratio benchmark
running.time	time for running function

Examples

## load dataset
data(datamsaeRB)

# Compute MSE EBLUP and Ratio Benchmark
# This is the long running example
## Using parameter 'data'
Fo = list(f1 = Y1 ~ X1 + X2,
          f2 = Y2 ~ X1 + X2,
          f3 = Y3 ~ X1 + X2)
vardir = c("v1", "v12", "v13", "v2", "v23", "v3")
weight = c("w1", "w2", "w3")

mse_msae = est_msaeRB(Fo, vardir, weight, data = datamsaeRB)

## Without parameter 'data'
Fo = list(f1 = datamsaeRB$Y1 ~ datamsaeRB$X1 + datamsaeRB$X2,
          f2 = datamsaeRB$Y2 ~ datamsaeRB$X1 + datamsaeRB$X2,
          f3 = datamsaeRB$Y3 ~ datamsaeRB$X1 + datamsaeRB$X2)
vardir = datamsaeRB[, c("v1", "v12", "v13", "v2", "v23", "v3")]
weight = datamsaeRB[, c("w1", "w2", "w3")]

mse_msae = mse_msaeRB(Fo, vardir, weight)

## Return
mse_msae$pbmse.eblupRB # to see the MSE of Ratio Benchmark

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