Likelihood inference in small area estimation by combining time-series and cross-sectional data

DOI10.1016/j.jmva.2012.05.016zbMath1294.62014OpenAlexW1998489202MaRDI QIDQ444975

Farhad Shokoohi, Mahmoud Torabi

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.016

zbMATH Keywords

hierarchical modelBayesian computationrandom effectautocorrelated errorsprediction interval and exponential family

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Sampling theory, sample surveys (62D05)

Related Items

Likelihood inference in generalized linear mixed measurement error models ⋮ Likelihood Inference for Spatial Generalized Linear Mixed Models ⋮ Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning ⋮ Hierarchical Bayes estimation in small area estimation using cross-sectional and time-series data ⋮ Estimation of mean squared prediction error of empirically spatial predictor of small area means under a linear mixed model ⋮ Non‐parametric generalized linear mixed models in small area estimation

Uses Software

• R
• boa
• saery
• dclone

Cites Work

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• The Estimation of the Mean Squared Error of Small-Area Estimators