The demand for reliable statistics in subpopulations, when only reduced sample sizes are available, has promoted the development of small area estimation methods. In particular, an approach that is now widely used is based on the seminal work by Battese et al. [An error-components model for prediction of county crop areas using survey and satellite data, J. Am. Statist. Assoc. 83 (1988), pp. 28–36] that uses linear mixed models (MM). We investigate alternatives when a linear MM does not hold because, on one side, linearity may not be assumed and/or, on the other, normality of the random effects may not be assumed. In particular, Opsomer et al. [Nonparametric small area estimation using penalized spline regression, J. R. Statist. Soc. Ser. B 70 (2008), pp. 265–283] propose an estimator that extends the linear MM approach to the case in which a linear relationship may not be assumed using penalized splines regression. From a very different perspective, Chambers and Tzavidis [M-quantile models for small area estimation, Biometrika 93 (2006), pp. 255–268] have recently proposed an approach for small-area estimation that is based on M-quantile (MQ) regression. This allows for models robust to outliers and to distributional assumptions on the errors and the area effects. However, when the functional form of the relationship between the qth MQ and the covariates is not linear, it can lead to biased estimates of the small area parameters. Pratesi et al. [Semiparametric M-quantile regression for estimating the proportion of acidic lakes in 8-digit HUCs of the Northeastern US, Environmetrics 19(7) (2008), pp. 687–701] apply an extended version of this approach for the estimation of the small area distribution function using a non-parametric specification of the conditional MQ of the response variable given the covariates [M. Pratesi, M.G. Ranalli, and N. Salvati, Nonparametric m-quantile regression using penalized splines, J. Nonparametric Stat. 21 (2009), pp. 287–304]. We will derive the small area estimator of the mean under this model, together with its mean-squared error estimator and compare its performance to the other estimators via simulations on both real and simulated data.

Small area estimation of the mean using nonparametric M-quantile regression: a comparison when a linear mixed model does not hold

SALVATI, NICOLA;PRATESI, MONICA
2011-01-01

Abstract

The demand for reliable statistics in subpopulations, when only reduced sample sizes are available, has promoted the development of small area estimation methods. In particular, an approach that is now widely used is based on the seminal work by Battese et al. [An error-components model for prediction of county crop areas using survey and satellite data, J. Am. Statist. Assoc. 83 (1988), pp. 28–36] that uses linear mixed models (MM). We investigate alternatives when a linear MM does not hold because, on one side, linearity may not be assumed and/or, on the other, normality of the random effects may not be assumed. In particular, Opsomer et al. [Nonparametric small area estimation using penalized spline regression, J. R. Statist. Soc. Ser. B 70 (2008), pp. 265–283] propose an estimator that extends the linear MM approach to the case in which a linear relationship may not be assumed using penalized splines regression. From a very different perspective, Chambers and Tzavidis [M-quantile models for small area estimation, Biometrika 93 (2006), pp. 255–268] have recently proposed an approach for small-area estimation that is based on M-quantile (MQ) regression. This allows for models robust to outliers and to distributional assumptions on the errors and the area effects. However, when the functional form of the relationship between the qth MQ and the covariates is not linear, it can lead to biased estimates of the small area parameters. Pratesi et al. [Semiparametric M-quantile regression for estimating the proportion of acidic lakes in 8-digit HUCs of the Northeastern US, Environmetrics 19(7) (2008), pp. 687–701] apply an extended version of this approach for the estimation of the small area distribution function using a non-parametric specification of the conditional MQ of the response variable given the covariates [M. Pratesi, M.G. Ranalli, and N. Salvati, Nonparametric m-quantile regression using penalized splines, J. Nonparametric Stat. 21 (2009), pp. 287–304]. We will derive the small area estimator of the mean under this model, together with its mean-squared error estimator and compare its performance to the other estimators via simulations on both real and simulated data.
2011
Salvati, Nicola; RANALLI M., Giovanna; Pratesi, Monica
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/144143
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