sp.norm | R Documentation |
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:
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
Generate variance of the direct estimators σ2e with σ2e ~ InvGamma(a, b). Sampling error e is generated by e ~ N(0, σ2e)
Calculate μ = β0 + β1x1 + β2x2 + u. Calculate the direct estimators of μ, i.e y = μ + e
Direct estimators y, auxiliary variables x1, x2, and variance of the direct estimators are combined in a data frame called sp.norm
data(sp.norm)
A data frame with 64 observations on the following 4 variables:
Direct estimators for each region
Auxiliary variable of x1
Auxiliary variable of x2
Sampling variance of the direct estimators for each region
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