Abstract
This paper considers the problem of selecting nonparametric models for small area estimation, which recently have received much attention. We develop a procedure based on the idea of fence method (Jiang, Rao, Gu and Nguyen 2008) for selecting the mean function for the small areas from a class of approximating splines. Simulation results show impressive performance of the new procedure even when the number of small areas is fairly small. The method is applied to a hospital graft failure dataset for selecting a nonparametric Fay-Herriot type model.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 3-11 |
| Number of pages | 9 |
| Journal | Survey Methodology |
| Volume | 36 |
| Issue number | 1 |
| State | Published - Jun 2010 |
Keywords
- Fay-Herriot Model
- Fence method
- Nonparametric model selection
- Penalized spline
- Small area estimation
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation