Small Area Estimation: Time-Series Models
Description
Time series area-level models for small area estimation.
The package supplements the functionality of the sae package. Specifically, it includes
EBLUP fitting of the Rao-Yu model in the original form without a spatial component.
The package also offers a modified ("dynamic") version of the Rao-Yu model, replacing
the assumption of stationarity. Both univariate and multivariate applications are
supported. Of particular note is the allowance for covariance of the area-level sample
estimates over time, as encountered in rotating panel designs such as the U.S. National
Crime Victimization Survey or present in a time-series of 5-year estimates from the
American Community Survey. Key references to the methods include
J.N.K. Rao and I. Molina (2015, ISBN:9781118735787),
J.N.K. Rao and M. Yu (1994) , and
R.E. Fay and R.A. Herriot (1979) .