Fence method for nonparametric small area estimation

Jiming Jiang, Thuan Nguyen, J. Sunil Rao

Research output: Contribution to journalArticle

10 Citations (Scopus)

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 2010

Fingerprint

Small Area Estimation
Fences
Nonparametric Estimation
Nonparametric Model
Grafts
Splines
Spline
Simulation
Model
Class

Keywords

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

ASJC Scopus subject areas

  • Modeling and Simulation
  • Statistics and Probability

Cite this

Fence method for nonparametric small area estimation. / Jiang, Jiming; Nguyen, Thuan; Rao, J. Sunil.

In: Survey Methodology, Vol. 36, No. 1, 06.2010, p. 3-11.

Research output: Contribution to journalArticle

Jiang, J, Nguyen, T & Rao, JS 2010, 'Fence method for nonparametric small area estimation', Survey Methodology, vol. 36, no. 1, pp. 3-11.
Jiang, Jiming ; Nguyen, Thuan ; Rao, J. Sunil. / Fence method for nonparametric small area estimation. In: Survey Methodology. 2010 ; Vol. 36, No. 1. pp. 3-11.
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