New Important Developments in Small Area Estimation

Abstract

The problem of small area estimation (SAE) is how to produce reliable estimates of characteristics of interest such as means, counts, quantiles, etc., for areas or domains for which only small samples or no samples are available, and how to assess their precision. The purpose of this paper is to review and discuss some of the new important developments in small area estimation methods. Rao [Small Area Estimation (2003)] wrote a very comprehensive book, which covers all the main developments in this topic until that time. A few review papers have been written after 2003, but they are limited in scope. Hence, the focus of this review is on new developments in the last 7-8 years, but to make the review more self-contained, I also mention shortly some of the older developments. The review covers both design-based and model-dependent methods, with the latter methods further classified into frequentist and Bayesian methods. The style of the paper is similar to the style of my previous review on SAE published in 2002, explaining the new problems investigated and describing the proposed solutions, but without dwelling on theoretical details, which can be found in the original articles. I hope that this paper will be useful both to researchers who like to learn more on the research carried out in SAE and to practitioners who might be interested in the application of the new methods.

Published in at http://dx.doi.org/10.1214/12-STS395 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (5)

• Mean squared error of empirical predictor
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• Fence methods for mixed model selection
• Bayesian Checking of the Second Levels of Hierarchical Models
• Prediction of Ordered Random Effects in a Simple Small Area Model

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• Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
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• A Unified Monte-Carlo Jackknife for Small Area Estimation after Model Selection
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• Using Small Domain Estimation to obtain better retrospective Age Period Cohort insights
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• Heteroscedastic Nested Error Regression Models with Variance Functions
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• Smoothing, Clustering, and Benchmarking for Small Area Estimation
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• Conditional Akaike information under covariate shift with application to small area estimation
• A New Model Variance Estimator for an Area Level Small Area Model to Solve Multiple Problems Simultaneously
• Estimation of finite population proportions for small areas -- a statistical data integration approach
• Discussion of "Single and Two-Stage Cross-Sectional and Time Series Benchmarking Procedures for SAE"
• A step towards the integration of machine learning and classic model-based survey methods
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• New Bias Calibration for Robust Estimation in Small Areas
• Bayesian Estimators in Uncertain Nested Error Regression Models
• Small Area Estimation with Spatially Varying Natural Exponential Families