Description Usage Arguments Details Value Author(s) References See Also Examples
Fits a spatiotemporal FayHerriot model with area effects following a SAR(1) process and with either uncorrelated or AR(1) time effects.
1 2 3 4 5 
formula 
an object of class 
D 
total number of domains. 
T 
total number of time instants (constant for all domains). 
vardir 
vector containing the 
proxmat 

model 
type of model to be chosen between 
MAXITER 
maximum number of iterations allowed for the Fisherscoring algorithm. Default value is 
PRECISION 
convergence tolerance limit for the Fisherscoring algorithm. Default value is 
theta_iter 
If 
sigma21_start 
Starting value of the area effects variance in the fitting algorithm. Default value is 
rho1_start 
Starting value of the area effects spatial autocorrelation parameter in the fitting algorithm. Default value is 
sigma22_start 
Starting value of the areatime effects variance in the fitting algorithm. Default value is 
rho2_start 
Starting value of the time autocorrelation parameter of the areatime effects in the fitting algorithm. Default value is 
data 
optional data frame containing the variables named in 
A typical model has the form response ~ terms where response is the (numeric) response vector and terms is a series of terms which specifies a linear predictor for response. A terms specification of the form first + second indicates all the terms in first together with all the terms in second with duplicates removed.
A formula has an implied intercept term. To remove this use either y ~ x  1 or y ~ 0 + x. See formula
for more details of allowed formulae.
The function returns a list with the following objects:
eblup 
a column vector with length 
fit 
a list containing the following objects:

In case that formula
, vardir
or proxmat
contain NA values a message is printed and no action is done.
Yolanda Marhuenda, Isabel Molina and Domingo Morales.
 Small Area Methods for Poverty and Living Conditions Estimates (SAMPLE), funded by European Commission, Collaborative Project 217565, Call identifier FP7SSH20071.
 Marhuenda, Y., Molina, I. and Morales, D. (2013). Small area estimation with spatiotemporal FayHerriot models. Computational Statistics and Data Analysis 58, 308325.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18  data(spacetime) # Load data set
data(spacetimeprox) # Load proximity matrix
D < nrow(spacetimeprox) # number of domains
T < length(unique(spacetime$Time)) # number of time instant
# Fit model S with uncorrelated time effects for each domain
resultS < eblupSTFH(Y ~ X1 + X2, D, T, Var, spacetimeprox, "S",
theta_iter=TRUE, data=spacetime)
rowsT < seq(T, T*D, by=T)
data.frame(Domain=spacetime$Area[rowsT], EBLUP_S=resultS$eblup[rowsT])
resultS$fit
# Fit model ST with AR(1) time effects for each domain
resultST < eblupSTFH(Y ~ X1 + X2, D, T, Var, spacetimeprox,
theta_iter=TRUE, data=spacetime)
data.frame(Domain=spacetime$Area[rowsT], EBLUP_ST=resultS$eblup[rowsT])
resultST$fit

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