MSPE_McJack_Benchmark: McJack MSPE estimator of benchmarked OBP

Description Usage Arguments Details Value References

View source: R/MSPE_Benchmark.R

Description

This function computes the McJack MSPE estimator of the benchmarked Observed Best Predictor.

Usage

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MSPE_McJack_Benchmark(formula, data, errorvar, weight, A.BPE, K = 1000,
  returnMcSpline = TRUE)

Arguments

formula

an object of class formula (or one that can be coerced to that class): a symbolic description of the model to be fitted. The variables included in formula must have a length equal to the number of small areas. More about the model specification are given under Details.

data

optional data frame containing the variable names in formula.

errorvar

vector containing the variances of the random errors for all small areas.

weight

vector containing the sampling weights of small areas. If sum of the weights is not 1, the weights are normalized.

A.BPE

optional BPE estimate of random effects variance.

K

number of Monte Carlo simulations. Default is 1000.

returnMcSpline

logical. Returns McSpline MSPE benchmark estimators with McJack (default).

Details

formula is specified in the form response ~ predictor where the predictor is univariate. formula has an implied intercept term. To remove the intercept term, use either y ~ x - 1 or y ~ 0 + x.

If A.BPE is missing, the function computes the BPE from data. User can also provide the true A instead if that is known.

Value

The function will return a list with the following objects.

McJack_Adj_bench

McJack MSPE estimator of the adjusted OBP.

McJack_Aug_bench

McJack MSPE estimator of the augmented OBP.

McSpline_Adj_bench

McSpline MSPE estimator of the adjusted OBP. This is returned by default. To turn this feature off, set returnMcSpline = FALSE

McSpline_Aug_bench

McSpline MSPE estimator of the augmented OBP. This is returned by default. To turn this feature off, set returnMcSpline = FALSE

References

Bandyopadhyay R, Jiang J (2017) "Benchmarking the Observed Best Predictor"

Jiang J, Nguyen T, and Rao J. S. (2011), "Best Predictive Small Area Estimation", Journal of the American Statistical Association.


rohosen/OBPSAE documentation built on May 17, 2019, 2:22 p.m.