Small Area Prediction under Alternative Model Specifications By Wayne A. Fuller and Andreea L. Erciulescu Department of Statistics, Iowa State University Small Area Estimation 2014 Poznan, Poland, September, 2014
Outline I.Motivating example II.Models: auxiliary information III.Bootstrap for prediction MSE IV.Simulation 2
Conservation Effects Assessment Project (CEAP): Natural Resources Conservation Service Impacts of conservation practices Sample of fields Subsample: National Resources Inventory(NRI) Hydrologic Units 3
4
Unit Level Model 5
Auxiliary Data 6
Parameters 7
Parametric Bootstrap 8
Double Bootstrap Estimation 9
Fast Double Bootstrap 10
Telescoping Double Bootstrap 11
CEAP Simulation Model 12
Alternative Specifications for x Some external information Area means known Estimated random means No external information Area means fixed Area means random 13
Simulation Parameters 14
Estimation and Prediction 15
16 Size
17 2Rel Bias Rel Sd Rel Bias Rel Sd Rel Bias Rel Sd
Equal Efficiency Bootstrap Samples 18 BootstrapLevel OneTotal Telescoping (100, 1) Classic (100, 1) Classic (44, 50)
Summary Fast double bootstrap improves bootstrap efficiency Double bootstrap reduces bias (about 50%) Double bootstrap increases variance (15 to 30 %) Random x model has potential to reduce MSE 19
Future Work Confidence Intervals Triple Bootstrap Regression with Bootstrap Nonparametric Bootstrap Predictions for CEAP 20
Thank You 21