Small area estimation under unit-level generalized additive models for location, scale and shape

Autor:	Mori, Lorenzo, Ferrante, Maria Rosaria
Rok vydání:	2023
Předmět:	Statistics - Methodology Statistics - Applications
Druh dokumentu:	Working Paper
Popis:	We propose a Small Area Estimation model based on Generalized Additive Models for Location, Scale and Shape (SAE-GAMLSS), for the estimation of household economic indicators. SAE-GAMLSS release the exponential family distributional assumption and allow each distributional parameter to depend on covariates. A bootstrap approach to estimate MSE is proposed. The SAE-GAMLSS estimator shows a largely better performance than the well-known EBLUP, under various simulated scenarios. Based on SAE-GAMLSS per-capita consumption of Italian and foreign households in Italian regions, in urban and rural areas, is estimated. Results show that the well-known Italian North-South divide does not hold for foreigners. Comment: 27 pages, 8figures and 10 tables
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2302.00108 Zobrazit plný text záznamu View this record from Arxiv