Fence method for nonparametric small area estimation

Jiming Jiang, Thuan Nguyen, J. Sunil Rao

Research output: Contribution to journalArticle

12 Scopus citations

Abstract

This paper considers the problem of selecting nonparametric models for small area estimation, which recently have received much attention. We develop a procedure based on the idea of fence method (Jiang, Rao, Gu and Nguyen 2008) for selecting the mean function for the small areas from a class of approximating splines. Simulation results show impressive performance of the new procedure even when the number of small areas is fairly small. The method is applied to a hospital graft failure dataset for selecting a nonparametric Fay-Herriot type model.

Original languageEnglish (US)
Pages (from-to)3-11
Number of pages9
JournalSurvey Methodology
Volume36
Issue number1
StatePublished - Jun 1 2010

Keywords

  • Fay-Herriot Model
  • Fence method
  • Nonparametric model selection
  • Penalized spline
  • Small area estimation

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation

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