Empirical likelihood for small area estimation

• 成果类型: Article
• 署名作者: Chaudhuri, Sanjay; Ghosh, Malay
• 署名单位: National University of Singapore; State University System of Florida; University of Florida
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asr004
• 发表日期: 2011
• 页码: 473480
• 关键词: mean squared error; bayesian-analysis; prediction; intervals; income

摘要

Current methodologies in small area estimation are mostly either parametric or heavily dependent on the assumed linearity of the estimators of the small area means. We discuss an alternative empirical likelihood-based Bayesian approach, which neither requires a parametric likelihood nor assumes linearity of the estimators, and can handle both discrete and continuous data in a unified manner. Empirical likelihoods for both area- and unit-level models are introduced. We discuss the suitability of the proposed likelihoods in Bayesian inference and illustrate their performances on a real dataset and a simulation study.