mspeFHsumca: Compute MSPE through Sumca method for Fay Herriot model

In saeMSPE: Computing MSPE Estimates in Small Area Estimation

Compute MSPE through Sumca method for Fay Herriot model

Description

This function returns MSPE estimator with the combination of linearization and resampling appoximation method called "Sumca", for Fay Herriot model.

Usage

mspeFHsumca(formula, data, D, K = 50, method = 1, na_rm, na_omit)

Arguments

formula	(formula). Stands for the model formula that specifies the auxiliary variables to be used in the regression model. This should follow the R model formula syntax.
data	(data frame). It represents the data containing the response values and auxiliary variables for the Nested Error Regression Model.
D	(vector). It represents the knowing sampling variance for Fay Herriot model.
K	(integer). It represents the Monte-Carlo sample size for "Sumca". Default value is 50.
method	It represents the variance component estimation method. See "Details".
na_rm	A logical value indicating whether to remove missing values (NaN) from the input matrices and vectors. If TRUE, missing values in the input data (X, Y, and D) are automatically cleaned using internal functions. If FALSE, missing values are not removed. Defaults to FALSE.
na_omit	A logical value indicating whether to stop the execution if missing values (NaN) are present in the input data. If TRUE, the function will check for missing values in X, Y, and D. If any missing values are found, an error message will be raised, prompting the user to handle the missing data before proceeding. Defaults to FALSE.

Details

This method was proposed by J. Jiang, P. Lahiri, and T. Nguyen, sumca method combines the advantages of linearization and resampling methods and obtains unified, positive, low-computation burden and second-order unbiased MSPE estimators.

Default value for method is 1, method = 1 represents the MOM method, method = 2 and method = 3 represents ML and REML method, respectively.

Value

This function returns a list with components:

MSPE	(vector) MSPE estimates for Fay Herriot model.
bhat	(vector) Estimates of the unknown regression coefficients.
Ahat	(numeric) Estimates of the variance component.

Author(s)

Peiwen Xiao, Xiaohui Liu, Yu Zhang, Yuzi Liu, Jiming Jiang

References

J. Jiang and M. Torabi. Sumca: simple; unified; monte carlo assisted approach to second order unbiased mean squared prediction error estimation. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 82(2):467-485, 2020.

Examples

X <- matrix(runif(10 * 3), 10, 3)
X[,1] <- rep(1, 10) 
D <- (1:10) / 10 + 0.5
Y <- X %*% c(0.5, 1, 1.5) + rnorm(10, 0, sqrt(2)) + rnorm(10, 0, sqrt(D))
data <- data.frame(Y = Y, X1 = X[,2], X2 = X[,3])
formula <- Y ~ X1 + X2
result <- mspeFHsumca(formula, data, D, K = 50, method = 3)

saeMSPE documentation built on April 4, 2025, 5:18 a.m.