sp.norm: Synthetic Data for Small Area Estimation under Spatial SAR...

sp.normR Documentation

Synthetic Data for Small Area Estimation under Spatial SAR Model and Normal Distribution

Description

Synthetic data of 64 regions to simulate Small Area Estimation under Spatial SAR Model and Normal Distribution using Hierarchical Bayesian Method

This data is generated by these following steps:

  1. Generate sampling random area effect v = (I - ρ W)^{-1}u with u ~ N(0, I), I is an identity matrix, and W is proximity matrix. The auxiliary variables are generated by x1 ~ U(0, 1) and x2 ~ N(10, 1). The parameters β0, β1, β2 are set as 1 and ρ as 0.7

  2. Generate variance of the direct estimators σ2e with σ2e ~ InvGamma(a, b). Sampling error e is generated by e ~ N(0, σ2e)

  3. Calculate μ = β0 + β1x1 + β2x2 + u. Calculate the direct estimators of μ, i.e y = μ + e

  4. Direct estimators y, auxiliary variables x1, x2, and variance of the direct estimators are combined in a data frame called sp.norm

Usage

data(sp.norm)

Format

A data frame with 64 observations on the following 4 variables:

y

Direct estimators for each region

x1

Auxiliary variable of x1

x2

Auxiliary variable of x2

vardir

Sampling variance of the direct estimators for each region


saeHB.spatial documentation built on March 18, 2022, 7:35 p.m.