rsae-package: Robust Small Area Estimation
In rsae: Robust Small Area Estimation

Description Details Author(s) References

Computes robust basic unit- and area-level and predicts area-specific means

Package:	rsae
Type:	Package
Version:	0.1-5
Date:	2014-02-12
Suggests:	robustbase, nlme
License:	GPL (>=2) \| FreeBSD
LazyLoad:	yes

Implemented methods

maximum likelihood (as reference)
Huber-type M-estimation

How to

Data analysis with rsae involves the following steps:

prepare the data/ set up the model for estimation; see saemodel
fit the model by various (robust) methods; see fitsaemodel
(robustly) predict the random effects and the area means; see robpredict

Tobias Schoch

Maintainer: Tobias Schoch <tobias.schoch@gmail.com>

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Hall, P. and T. Maiti (2006): On parametric bootstrap methods for small area prediction. Journal of the Royal Statistical Society. Series B, 68, 221–238.

Heritier, S., Cantoni, E., Copt, S., and M.-P. Victoria-Feser (2009): Robust methods in Biostatistics, New York: John Wiley and Sons.

Maronna, R.A., Martin, D., and V.J. Yohai (2006): Robust statistics: Theory and methods. Chichester: John Wiley.

Rao, J.N.K. (2003): Small Area Estimation, New York: John Wiley and Sons.

Richardson, A.M. and A.H. Welsh (1995): Robust restricted maximum likelihood in mixed linear model. Biometrics 51, 1429–1439.

Rousseeuw, P. J. and K. Van Driessen (2006): Computing LTS regression for large data sets. Data Mining and Knowledge Discovery 12, 29–45.

Schoch, T. (2012 under revision): Robust Unit-Level Small Area Estimation: A Fast Algorithm for Large Datasets, Austrian Journal of Statistics.

Sinha, S.K. and J.N.K. Rao (2009): Robust small area estimation. Canadian Journal of Statistics 37, 381–399.

Stahel, W. A. and A. Welsh (1997): Approaches to robust estimation in the simplest variance components model. Journal of Statistical Planning and Inference 57, 295–319.

rsae documentation built on May 2, 2019, 5:50 p.m.