NSAE: NSAE : Nonstationary Small Area Estimation

Description

Executes nonstationary Fay-Herriot model and nonstationary generalized linear mixed model for small area estimation. It produces empirical best linear unbiased predictor (EBLUP) and empirical best predictor (EBP) under stationary and nonstationary Fay-Herriot models. Functions give EBLUP and EBP estimators along with their mean squared error (MSE) estimator for each model. The nonstationary Fay-Herriot model was developed by Hukum Chandra, Nicola Salvati and Ray Chambers (2015) <doi:10.1093/jssam/smu026> and the nonstationary generalized linear mixed model was developed by Hukum Chandra, Nicola Salvati and Ray Chambers (2017) <doi:10.1016/j.spasta.2017.01.004>.

Arguments

Author(s)

Hukum Chandra, Nicola Salvati, Ray Chambers, Saurav Guha

Maintainer: Saurav Guha saurav.iasri@gmail.com

Functions

eblupFH1: Provides the EBLUPs and MSE under stationary Fay-Herriot model for sample area
eblupFH2: Provides the EBLUPs and MSE under stationary Fay-Herriot model for sample and non-sample area
eblupNSFH1: Provides the EBLUPs and MSE under nonstationary Fay-Herriot model for sample area
eblupNSFH2: Provides the EBLUPs and MSE under nonstationary Fay-Herriot model for sample and non-sample area
NS.test: Provides a p-value for testing spatial nonstationarity in the data under Fay-Herriot model.
ebp: Provides the EBPs and MSE under stationary generalized linear mixed model.
ebpNS: Provides the EBPs and MSE under nonstationary generalized linear mixed model.
ebpSP: Provides the EBPs and MSE under a spatially correlated generalized linear mixed model.
ebpNP: Provides the EBPs and MSE under nonparametric generalized linear mixed model.
NSglm.test: Provides a p-value for testing spatial nonstationarity in the data under generalized linear mixed model.

Reference

Chandra, H., Salvati, N., & Chambers, R. (2015). A spatially nonstationary fay-herriot model for small area estimation. Journal of survey statistics and methodology. 3. 109-135. DOI:10.1093/jssam/smu026.
Chandra, H., Salvati, N., & Chambers, R. (2017). Small area prediction of counts under a non-stationary spatial model. Spatial Statistics. 20. 30-56. DOI:10.1016/j.spasta.2017.01.004.
Chandra, H., Salvati, N., & Chambers, R. (2018). Small area estimation under a spatially non-linear model. Computational Statistics and Data Analysis. 126. 19-38. DOI:10.1016/j.csda.2018.04.002.
Fay, R. E. & Herriot, R. A. (1979). Estimates of Income for Small Places: An Application of James-Stein Procedures to Census Data. Journal of the American Statistical Association. 74. 269-277. DOI:10.2307/2286322.
Rao, J.N.K & Molina. (2015). Small Area Estimation 2nd Edition. New York: John Wiley and Sons, Inc.