Small Area Estimation 101: old materials posted

April 3, 2015
By

[This article was first published on Civil Statistician » R, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

I never got around to polishing my Small Area Estimation (SAE) “101” tutorial materials that I promised a while ago. So here they are, though still unedited and not as clean / self-explanatory as I’d like.

The slides introduce a few variants of the simplest area-level (Fay-Herriot) model, analyzing the same dataset in a few different ways. The slides also explain some basic concepts behind Bayesian inference and MCMC, since the target audience wasn’t expected to be familiar with these topics.

  • Part 1: the basic Frequentist area-level model; how to estimate it; model checking (pdf)
  • Part 2: overview of Bayes and MCMC; model checking; how to estimate the basic Bayesian area-level model (pdf)
  • All slides, data, and code (ZIP)

The code for all the Frequentist analyses is in SAS. There’s R code too, but only for a WinBUGS example of a Bayesian analysis (also repeated in SAS). One day I’ll redo the whole thing in R, but it’s not at the top of the list right now.

Frequentist examples:

  • “ByHand” where we compute the Prasad-Rao estimator of the model error variance (just for illustrative purposes since all the steps are explicit and simpler to follow; but not something I’d usually recommend in practice)
  • “ProcMixed” where we use mixed modeling to estimate the model error variance at the same time as everything else (a better way to go in practice; but the details get swept up under the hood)

Bayesian examples:

  • “ProcMCMC” and “ProcMCMC_alt” where we use SAS to fit essentially the same model parameterized in a few different ways, some of whose chains converge better than others
  • “R_WinBUGS” where we do the same but using R to call WinBUGS instead of using SAS

The example data comes from Mukhopadhyay and McDowell, “Small Area Estimation for Survey Data Analysis using SAS Software” [pdf].

If you get the code to run, I’d appreciate hearing that it still works :)

My SAE resources page still includes a broader set of tutorials/textbooks/examples.

To leave a comment for the author, please follow the link and comment on their blog: Civil Statistician » R.

R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.

Search R-bloggers

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)