An empirical study of hierarchical Bayes small area estimators using different priors for model variances

Yong You

In this paper, we study hierarchical Bayes (HB) estimators based on different priors for small area estimation. In particular, we use inverse gamma and flat priors for variance components in the HB small area models of You and Chapman (2006) and You (2021). We evaluate the HB estimators through a simulation study and real data analysis. Our results indicate that using the inverse gamma prior for the variance components in the HB models can be very effective.

MoreLess

Year of publication:	2023
Authors:	You, Yong
Published in:	Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland. - Warszawa : GUS, ISSN 2450-0291, ZDB-ID 2235641-1. - Vol. 24.2023, 4, p. 169-178
Subject:	CPO \| flat prior \| inverse gamma prior \| relative error \| variance component \| Schätztheorie \| Estimation theory \| Bayes-Statistik \| Bayesian inference \| Prognoseverfahren \| Forecasting model \| Varianzanalyse \| Analysis of variance

freely available

Full text |

More access options

doi.org

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.59170/stattrans-2023-058 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015115089