This package provides a variety of functions for small area estimation, including functions for mean squared error estimation. Basic estimators include direct, poststratified synthetic and sample size dependent. Model-based estimators include the EBLUP based on a Fay-Herriot model and the EBLUP based on a unit level nested error model. Estimators obtained from spatial and spatio-temporal Fay-Herriot models and the EB method based on the unit level nested error model for estimation of general non linear parameters are also included.

This package provides functions for estimation in domains with small sample sizes. For a complete list of functions, see library(help=sae).

Package: | sae |

Type: | Package |

Version: | 1.1 |

Date: | 2015-08-07 |

License: | GPL-2 |

Depends: | stats, nlme, MASS |

Isabel Molina <isabel.molina@uc3m.es> and Yolanda Marhuenda <y.marhuenda@umh.es>

- Arora, V. and Lahiri, P. (1997). On the superiority of the Bayesian method over the BLUP in small area estimation problems. Statistica Sinica 7, 1053-1063.

- Battesse, G.E., Harter, R.M. and Fuller, W.A. (1988). An Error-Components Model for Prediction of County Crop Areas Using Survey and Satellite Data. Journal of the American Statistical Association 83, 28-36.

- Box, G.E.P. and Cox, D.R. (1964). An analysis of transformations. Journal of Royal Statistical Society Series B 26, 211-246.

- Cochran, W.G. (1977). Sampling techniques. Wiley, New York.

- Datta, G.S. and Lahiri, P. (2000). A unified measure of uncertainty of estimated best linear unbiased predictors in small area estimation problems. Statistica Sinica 10, 613-627.

- Datta, G.S., Rao, J.N.K. and Smith D.D. (2005). On measuring the variability of small area estimators under a basic area level model. Biometrika 92, 183-196.

- Drew, D., Singh, M.P. and Choudhry, G.H. (1982). Evaluation of small area estimation techniques for the Canadian Labour Force Survey. Survey Methodology 8, 17-47.

- Fay, R.E. and Herriot, R.A. (1979). Estimation of income from small places: An application of James-Stein procedures to census data. Journal of the American Statistical Association 74, 269-277.

- Gonzalez-Manteiga, W., Lombardia, M., Molina, I., Morales, D. and Santamaria, L. (2008). Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model. Computational Statistics and Data Analysis 52, 5242-5252.

- Jiang, J. (1996). REML estimation: asymptotic behavior and related topics. Annals of Statistics 24, 255-286.

- Marhuenda, Y., Molina, I. and Morales, D. (2013). Small area estimation with spatio-temporal Fay-Herriot models. Computational Statistics and Data Analysis 58, 308-325.

- Marhuenda, Y., Morales, D. and Pardo, M.C. (2014). Information criteria for Fay-Herriot model selection. Computational Statistics and Data Analysis 70, 268-280.

- Molina, I., Salvati, N. and Pratesi, M. (2009). Bootstrap for estimating the MSE of the Spatial EBLUP. Computational Statistics 24, 441-458.

- Molina, I. and Rao, J.N.K. (2010). Small Area Estimation of Poverty Indicators. The Canadian Journal of Statistics 38, 369-385.

- Petrucci, A. and Salvati, N. (2006). Small area estimation for spatial correlation in watershed erosion assessment. Journal of Agricultural, Biological and Environmental Statistics 11, 169-182.

- Prasad, N. and Rao, J. (1990). The estimation of the mean squared error of small-area estimators. Journal of the American Statistical Association 85, 163-171.

- Pratesi, M. and Salvati, N. (2008). Small area estimation: the EBLUP estimator based on spatially correlated random area effects. Statistical Methods & Applications 17, 113-141.

- Rao, J.N.K. (2003). Small Area Estimation. Wiley, London.

- Sarndal, C.E., Swensson, B. and Wretman, J. (1992). Model Assisted Survey Sampling. Springer-Verlag.

- Singh, B., Shukla, G. and Kundu, D. (2005). Spatio-temporal models in small area estimation. Survey Methodology 31, 183-195.

- Small Area Methods for Poverty and Living Conditions Estimates (SAMPLE), funded by European Commission, Collaborative Project 217565, Call identifier FP7-SSH-2007-1.

- You, Y. and Chapman, B. (2006). Small area estimation using area level models and estimated sampling variances. Survey Methodology 32, 97-103.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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