Chambers, Ray, Chandra, Hukum, Salvati, Nicola and Tzavidis, Nikos
Outlier robust small area estimation , Southampton, GB Southampton Statistical Sciences Research Institute, University of Southampton 34pp.
(Southampton Statistical Sciences Research Institute Working Paper, M11/07).
Recently proposed outlier robust small area estimators can be substantially biased when outliers are drawn from a distribution that has a different mean from that of the rest of the survey data. This naturally leads down to the idea of an outlier robust bias correction for these estimators. In this paper we develop this idea and also propose two different analytical mean squared error estimators for the ensuring bias corrected outlier robust estimators. Simulations based on realistic outlier contaminated data show that the proposed bias correction often leads to more efficient estimators. Furthermore the proposed mean squared error estimators appear to perform well with a variety of outlier robust smal area estimators.
||bias-variance trade-off, linear mixed model, m-estimation, m-quantile model, robust prediction, robust bias correction
|18 April 2011||Published|
||27 Apr 2011 13:06
||18 Apr 2017 02:25
|Further Information:||Google Scholar|
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