Robust estimation of small-area means and quantiles
Tzavidis, Nikos, Marchetti, Stefano and Chambers, Ray (2010) Robust estimation of small-area means and quantiles. Australian & New Zealand Journal of Statistics, 52, (2), 167-186. (doi:10.1111/j.1467-842X.2010.00572.x).
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Description/Abstract
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.
| Item Type: | Article |
|---|---|
| ISSNs: | 1369-1473 (print) 1467-842X (electronic) |
| Keywords: | australian farm data, chambers–dunstan estimator, finite-population distribution function, m-quantile regression, rao–kovar–mantel estimator, robust regression, small-area estimation, smearing estimator |
| Subjects: | H Social Sciences > HA Statistics S Agriculture > S Agriculture (General) |
| Divisions: | University Structure - Pre August 2011 > School of Social Sciences > Social Statistics |
| Item ID: | 181889 |
| Date Deposited: | 19 Apr 2011 14:40 |
| Last Modified: | 24 Jul 2012 02:35 |
| Contributors: | Tzavidis, Nikos (Author) Marchetti, Stefano (Author) Chambers, Ray (Author) |
| Date: | June 2010 |
| Status: | Published |
| URI: | http://eprints.soton.ac.uk/id/eprint/181889 |
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