Small-area estimation techniques have typically relied on plug-in estimation based on models containing random area effects. More recently, regression M-quantiles have been suggested for this purpose, thus avoiding conventional Gaussian assumptions, as well as problems associated with the specification of random effects. However, the plug-in M-quantile estimator for the small-area mean can be shown to be the expected value of this mean with respect to a generally biased estimator of the small-area cumulative distribution function of the characteristic of interest. To correct this problem, we propose a general framework for robust small-area estimation, based on representing a small-area estimator as a functional of a predictor of this small-area cumulative distribution function. Key advantages of this framework are that it naturally leads to integrated estimation of small-area means and quantiles and is not restricted to M-quantile models. We also discuss mean squared error estimation for the resulting estimators, and demonstrate the advantages of our approach through model-based and design-based simulations, with the latter using economic data collected in an Australian farm survey.
|Autori interni:||MARCHETTI, STEFANO|
|Autori:||TZAVIDIS N; MARCHETTI S; CHAMBERS R|
|Titolo:||Robust estimation of small area means and quantiles|
|Anno del prodotto:||2010|
|Digital Object Identifier (DOI):||10.1111/j.1467-842X.2010.00572.x|
|Appare nelle tipologie:||1.1 Articolo in rivista|