This data generated by simulation based on Fay-Herriot with Measurement Error Model by following these steps:
Generate \(x_{1i}\) from a UNIF(5, 10) distribution, \(x_{2i}\) from a UNIF(9, 11) distribution, \(\psi_{i}\) = 3, \(c_{1i}\) = \(c_{2i}\) = 0.25, and \(\sigma_{v}^{2}\) = 2.
Generate \(u_{1i}\) from a N(0, \(c_{1i}\)) distribution, \(u_{2i}\) from a N(0, \(c_{2i}\)) distribution, \(e_{i}\) from a N(0, \(\psi_{i}\)) distribution, and \(v_{i}\) from a N(0, \(\sigma_{v}^{2}\)) distribution.
Generate \(x_{3i}\) from a UNIF(1, 5) distribution and \(x_{4i}\) from a UNIF(10, 14) distribution.
Generate \(\hat{x}_{1i}\) = \(x_{1i}\) + \(u_{1i}\) and \(\hat{x}_{2i}\) = \(x_{2i}\) + \(u_{2i}\).
Then for each iteration, we generated \(Y_{i}\) = \(2 + 0.5 \hat{x}_{1i} + 0.5 \hat{x}_{2i} + 2 x_{3i} + 0.5 x_{4i} + v_{i}\) and \(y_{i}\) = \(Y_{i} + e_{i}\).
This data contain combination between auxiliary variable measured with error and without error.
Direct estimator y, auxiliary variable \(\hat{x}_{1}\) \(\hat{x}_{2}\) \(x_{3}\) \(x_{4}\), sampling variance \(\psi\), and \(c_{1} c_{2}\) are arranged in a dataframe called datamix.
data(datamix)A data frame with 100 observations on the following 8 variables.
small_areaareas of interest.
ydirect estimator for each domain.
x.hat1auxiliary variable (measured with error) for each domain.
x.hat2auxiliary variable (measured with error) for each domain.
x3auxiliary variable (measured without error) for each domain.
x4auxiliary variable (measured without error) for each domain.
vardirsampling variances for each domain.
var.x1mean squared error of auxiliary variable and sorted as x.hat1
var.x2mean squared error of auxiliary variable and sorted as x.hat2