A Fay-Herriot Model with Different Random Effect Variances
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F11%3A00175239" target="_blank" >RIV/68407700:21340/11:00175239 - isvavai.cz</a>
Alternative codes found
RIV/67985556:_____/11:00365252
Result on the web
<a href="http://dx.doi.org/10.1080/03610920903480858" target="_blank" >http://dx.doi.org/10.1080/03610920903480858</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/03610920903480858" target="_blank" >10.1080/03610920903480858</a>
Alternative languages
Result language
angličtina
Original language name
A Fay-Herriot Model with Different Random Effect Variances
Original language description
A modification of the Fay-Herriot model is introduced to treat situations where small areas are divided in two groups and domain random effects have different variances across the groups. The model is applicable to data having a large subset of domains where direct estimates of the variable of interest cannot be described in the same way as in its complementary subset of domains. This is generally the case when domains are constructed by crossing geographical characteristics with sex. Algorithms and formulas to fit the model, to calculate EBLUPs and to estimate mean squared errors are given. Monte Carlo simulation experiments are presented to illustrate the gain of precision obtained by using the proposed model and to get some practical conclusions. Amotivating application to Spanish Labour Force Survey data is also given.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/1M0572" target="_blank" >1M0572: Data, algorithms, decision making</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Communication in Statistics-Theory and Method
ISSN
0361-0926
e-ISSN
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Volume of the periodical
40
Issue of the periodical within the volume
5
Country of publishing house
US - UNITED STATES
Number of pages
13
Pages from-to
785-797
UT code for WoS article
000284884400002
EID of the result in the Scopus database
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