Description Usage Arguments Details Value References
View source: R/MSPE_Benchmark.R
This function computes the McSpline MSPE estimator of the benchmarked Observed Best Predictor.
1 | MSPE_McSpline_Benchmark(formula, data, errorvar, weight, A.BPE, K = 1000)
|
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 |
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. |
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 its BPE from data. User can also provide the true A instead if that is known.
The function will return a list with the following objects.
McSpline_Adj_bench |
McSpline MSPE estimator of the adjusted OBP. |
McSpline_Aug_bench |
McSpline MSPE estimator of the augmented OBP. |
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.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.