Skip to main content

2019 | OriginalPaper | Buchkapitel

An Investigation of Hierarchical and Empirical Bayesian Small Area Predictors Under Measurement Error

verfasst von : Silvia Polettini, Serena Arima

Erschienen in: New Statistical Developments in Data Science

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this paper we focus on small area models with measurement error in covariates. Based on data from the Measuring Morality study, a nationally representative survey of United States residents, that contains a validated behavioural measure of generosity (the dictator game) along with the household income of respondents, we define a measurement error model suitable to obtain area-level estimates of generosity at the district level. We investigate the effect of introducing the measurement error in this model, focusing on fully Bayesian as well as Empirical Bayesian (EB) estimation proposed in the recent literature. We discuss the characteristics of each of the two approaches and analyze the impact of the measurement error on the resulting estimates based on real data and a simulation study.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Alvares, D., Armero, C., Forte, A.: What does objective mean in a Dirichlet multinomial process? Int. Stat. Rev. 106–118 (2017) Alvares, D., Armero, C., Forte, A.: What does objective mean in a Dirichlet multinomial process? Int. Stat. Rev. 106–118 (2017)
3.
Zurück zum Zitat Arima, S., Datta, G.S., Liseo, B.: Objective Bayesian analysis of a measurement error small area model. Bayesian Anal. 72(2), 363–384 (2012)MathSciNetCrossRef Arima, S., Datta, G.S., Liseo, B.: Objective Bayesian analysis of a measurement error small area model. Bayesian Anal. 72(2), 363–384 (2012)MathSciNetCrossRef
4.
Zurück zum Zitat Arima, S., Datta, G.S., Liseo, B.: Models in small area estimation when covariates are measured with error. In: Pratesi, M. (ed.) Analysis of Poverty Data by Small Area Estimation, pp. 151–170. Wiley, New York (2016)CrossRef Arima, S., Datta, G.S., Liseo, B.: Models in small area estimation when covariates are measured with error. In: Pratesi, M. (ed.) Analysis of Poverty Data by Small Area Estimation, pp. 151–170. Wiley, New York (2016)CrossRef
5.
Zurück zum Zitat Carroll, R.J., Ruppert, D., Stefanski, L., Crainiceanu, C.: Measurement Error in Nonlinear Models: A Modern Perspective, 2nd edn. Chapman & Hall, CRC, Boca Raton (2006) Carroll, R.J., Ruppert, D., Stefanski, L., Crainiceanu, C.: Measurement Error in Nonlinear Models: A Modern Perspective, 2nd edn. Chapman & Hall, CRC, Boca Raton (2006)
6.
Zurück zum Zitat Côtè, S., House, J., Willer, R.: High economic inequality leads higher-income individuals to be less generous. Ann. PNAS 112(52), 15838–15843 (2015)CrossRef Côtè, S., House, J., Willer, R.: High economic inequality leads higher-income individuals to be less generous. Ann. PNAS 112(52), 15838–15843 (2015)CrossRef
7.
Zurück zum Zitat Datta, G.S., Day, B., Maiti, T.: Multivariate Bayesian small area estimation: an application to survey and satellite data. Sankhyā: Indian J. Stat. Ser. A 60(3), 344–362 (1998)MathSciNetMATH Datta, G.S., Day, B., Maiti, T.: Multivariate Bayesian small area estimation: an application to survey and satellite data. Sankhyā: Indian J. Stat. Ser. A 60(3), 344–362 (1998)MathSciNetMATH
8.
Zurück zum Zitat Engel, C.: Dictator games: a meta study. Exp. Econ. 14(4), 583–610 (2011)CrossRef Engel, C.: Dictator games: a meta study. Exp. Econ. 14(4), 583–610 (2011)CrossRef
9.
Zurück zum Zitat Ghosh, M., Sinha, K.: Empirical Bayes estimation in finite population sampling under functional measurement error models. J. Stat. Plan. Inference 137, 2759–2773 (2007)MathSciNetCrossRef Ghosh, M., Sinha, K.: Empirical Bayes estimation in finite population sampling under functional measurement error models. J. Stat. Plan. Inference 137, 2759–2773 (2007)MathSciNetCrossRef
10.
Zurück zum Zitat Ghosh, M., Sinha, K., Kim, D.: Empirical and hierarchical Bayesian estimation in finite population sampling under structural measurement error model. Scand. J. Stat. 33(3) (2006)MathSciNetCrossRef Ghosh, M., Sinha, K., Kim, D.: Empirical and hierarchical Bayesian estimation in finite population sampling under structural measurement error model. Scand. J. Stat. 33(3) (2006)MathSciNetCrossRef
11.
Zurück zum Zitat Rao, J.N.K., Molina, I.: Small Area Estimation, 2nd edn. Wiley, Hoboken (2015)CrossRef Rao, J.N.K., Molina, I.: Small Area Estimation, 2nd edn. Wiley, Hoboken (2015)CrossRef
12.
Zurück zum Zitat Torabi, M., Datta, G.S., Rao, J.N.K.: Empirical Bayes estimation of small area means under nested error linear regression model with measurement error in the covariates. Scand. J. Stat. 36, 355–368 (2009)MathSciNetCrossRef Torabi, M., Datta, G.S., Rao, J.N.K.: Empirical Bayes estimation of small area means under nested error linear regression model with measurement error in the covariates. Scand. J. Stat. 36, 355–368 (2009)MathSciNetCrossRef
13.
Zurück zum Zitat Trautmann, S.T., van de Kuilen, G., Zeckhauser, R.J.: Social class and (un)ethical behavior: a framework, with evidence from a large population sample. Perspect. Psychol. Sci. 8(5), 487–497 (2013) Trautmann, S.T., van de Kuilen, G., Zeckhauser, R.J.: Social class and (un)ethical behavior: a framework, with evidence from a large population sample. Perspect. Psychol. Sci. 8(5), 487–497 (2013)
14.
Zurück zum Zitat Ybarra, L.M.R., Lohr, S.L.: Small area estimation when auxiliary information is measured with error. Biometrika 95(4), 919–931 (2008)MathSciNetCrossRef Ybarra, L.M.R., Lohr, S.L.: Small area estimation when auxiliary information is measured with error. Biometrika 95(4), 919–931 (2008)MathSciNetCrossRef
Metadaten
Titel
An Investigation of Hierarchical and Empirical Bayesian Small Area Predictors Under Measurement Error
verfasst von
Silvia Polettini
Serena Arima
Copyright-Jahr
2019
DOI
https://doi.org/10.1007/978-3-030-21158-5_17