M-quantile models for small area estimation

Chambers, R. and Tzavidis, Nikos (2006) M-quantile models for small area estimation. Biometrika, 93, (2), 255-268. (doi:10.1093/biomet/93.2.255).


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Small area estimation techniques typically rely on regression models that use both covariates and random effects to explain variation between the areas. However, such models also depend on strong distributional assumptions, require a formal specification of the random part of the model and do not easily allow for outlier-robust inference. We describe a new approach to small area estimation that is based on modelling quantilelike parameters of the conditional distribution of the target variable given the covariates. This avoids the problems associated with specification of random effects, allowing inter-area differences to be characterised by area-specific M-quantile coefficients. The proposed approach is easily made robust against outlying data values and can be adapted for estimation of a wide range of area-specific parameters, including quantiles of the distribution of the target variable in the different small areas. The differences between M-quantile and random effects models are discussed and the alternative approaches to small area estimation are compared using both simulated and real data.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1093/biomet/93.2.255
ISSNs: 1464-3510 (print)
0006-3444 (electronic)
Related URLs:
Subjects: H Social Sciences > HA Statistics
Divisions : University Structure - Pre August 2011 > School of Social Sciences > Social Statistics
ePrint ID: 181905
Accepted Date and Publication Date:
Date Deposited: 26 Apr 2011 13:56
Last Modified: 31 Mar 2016 13:36
Multiquantile Models for Small Area Estimation
Funded by: ESRC National Centre for Research Methods (H333250030)
1 May 2003 to 30 June 2006
URI: http://eprints.soton.ac.uk/id/eprint/181905

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