Information criteria for Fay-Herriot model selection

DOI10.1016/j.csda.2013.09.016zbMath1471.62131OpenAlexW2031567285MaRDI QIDQ1615237

María del Carmen Pardo, Yolanda Marhuenda, Domingo Morales

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.09.016

zbMATH Keywords

bootstrapmodel selectionAkaike information criterionsmall area estimationFay-Herriot modelKullback symmetric divergence criterion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistical aspects of information-theoretic topics (62B10)

Related Items (10)

The Fay–Herriot model for multiply imputed data with an application to regional wealth estimation in Germany ⋮ Small area estimation under area-level generalized linear mixed models ⋮ Transforming response values in small area prediction ⋮ Poisson mixed models for studying the poverty in small areas ⋮ Selection model for domains across time: application to labour force survey by economic activities ⋮ Variable selection using conditional AIC for linear mixed models with data-driven transformations ⋮ Smoothing and Benchmarking for Small Area Estimation ⋮ Small area estimation of average compositions under multivariate nested error regression models ⋮ Small area estimation of proportions under area-level compositional mixed models ⋮ An area-level gamma mixed model for small area estimation

Uses Software

• saery

Cites Work

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