Information criteria for Fay-Herriot model selection

被引：32

作者：

Marhuenda, Yolanda ^{[1
]}

Morales, Domingo ^{[1
]}

del Carmen Pardo, Maria ^{[2
]}

机构：

[1] Univ Miguel Hernandez Elche, Ctr Invest Operat, Alicante 03202, Spain

[2] Univ Complutense Madrid, Dept Estadist & Invest Operat 1, E-28040 Madrid, Spain

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2014年 / 70卷

关键词：

Small area estimation; Fay-Herriot model; Akaike information criterion; Kullback symmetric divergence criterion; Model selection; Bootstrap; SMALL-AREA ESTIMATION; REGRESSION; AKAIKE;

D O I：

10.1016/j.csda.2013.09.016

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The selection of an appropriate model is a fundamental step of the data analysis in small area estimation. Bias corrections to the Akaike information criterion, AIC, and to the Kullback symmetric divergence criterion, KIC, are derived for the Fay-Herriot model. Furthermore, three bootstrap-corrected variants of AIC and of KIC are proposed. The performance of the eight considered criteria is investigated with a simulation study and an application to real data. The obtained results suggest that there are better alternatives than the classical AIC. (C) 2013 Elsevier B.V. All rights reserved.

引用

页码：268 / 280

页数：13

共 23 条

[1]

Akaike H., 1973, 2 INTERNAT SYMPOS IN, P267, DOI [DOI 10.1007/978-1-4612-1694-0_15, 10.1007/978-1-4612-1694-0, 10.1007/978-1-4612-0919-5_38]

[2]

[Anonymous], 2002, Model selection and multimodel inference: a practical informationtheoretic approach

[3]

[Anonymous], 1993, J TIME SER ANAL, DOI DOI 10.1111/J.1467-9892.1993.TB00144.X

[4] MODEL SELECTION FOR MULTIVARIATE REGRESSION IN SMALL SAMPLES [J].

BEDRICK, EJ ;

TSAI, CL .

BIOMETRICS, 1994, 50 (01) :226-231

[5] Criteria for linear model selection based on Kullback's symmetric divergence [J].

Cavanaugh, JE .

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2004, 46 (02) :257-274

[6] A large-sample model selection criterion based on Kullback's symmetric divergence [J].

Cavanaugh, JE .

STATISTICS & PROBABILITY LETTERS, 1999, 42 (04) :333-343

[7] Unifying the derivations for the Akaike and corrected Akaike information criteria [J].

Cavanaugh, JE .

STATISTICS & PROBABILITY LETTERS, 1997, 33 (02) :201-208

[8] Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data [J].

Datta, Gauri S. ;

Hall, Peter ;

Mandal, Abhyuday .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2011, 106 (493) :362-374

[9] Small area estimation of poverty proportions under area-level time models [J].

Esteban, M. D. ;

Morales, D. ;

Perez, A. ;

Santamaria, L. .

COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2012, 56 (10) :2840-2855

[10] ESTIMATES OF INCOME FOR SMALL PLACES - APPLICATION OF JAMES-STEIN PROCEDURES TO CENSUS-DATA [J].

FAY, RE ;

HERRIOT, RA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :269-277

← 1 2 3 →