Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.1/1414
Título: Small area estimation of mean price of habitation transaction using time-series and cross-sectional area level models
Autor: Pereira, Luis Nobre
Coelho, Pedro S.
Palavras-chave: Linear mixed models
Chronological autocorrelation
Estimation of variance components
Empirical best linear unbiased predictor
Estimation of mean price of habitation
Data: 2010
Editora: Taylor & Francis
Resumo: In this paper, a newsmall domain estimator for area-level data is proposed. The proposed estimator is driven by a real problem of estimating the mean price of habitation transaction at a regional level in a European country, using data collected from a longitudinal survey conducted by a national statistical office. At the desired level of inference, it is not possible to provide accurate direct estimates because the sample sizes in these domains are very small. An area-level model with a heterogeneous covariance structure of random effects assists the proposed combined estimator. This model is an extension of a model due to Fay and Herriot [5], but it integrates information across domains and over several periods of time. In addition, a modified method of estimation of variance components for time-series and cross-sectional area-level models is proposed by including the design weights. A Monte Carlo simulation, based on real data, is conducted to investigate the performance of the proposed estimators in comparison with other estimators frequently used in small area estimation problems. In particular, we compare the performance of these estimators with the estimator based on the Rao–Yu model [23]. The simulation study also accesses the performance of the modified variance component estimators in comparison with the traditional ANOVA method. Simulation results show that the estimators proposed perform better than the other estimators in terms of both precision and bias.
Peer review: yes
URI: http://hdl.handle.net/10400.1/1414
ISSN: 1360-0532
Versão do Editor: http://www.tandfonline.com/doi/abs/10.1080/02664760902810821#preview
Aparece nas colecções:ESG2-Artigos (em revistas ou actas indexadas)

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