Socioeconomic indicators play a crucial role in monitoring political actions over time and across regions. Income-based indicators such as the median income of sub-populations can provide information on the impact of measures, e.g., on poverty reduction. Regional information is usually published...

The connection between regularization and min–max robustification in the presence of unobservable covariate measurement errors in linear mixed models is addressed. We prove that regularized model parameter estimation is equivalent to robust loss minimization under a min–max approach. On the...

Regional prevalence estimation requires the use of suitable statistical methods on epidemiologic data with substantial local detail. Small area estimation with medical treatment records as covariates marks a promising combination for this purpose. However, medical routine data often has strong...

Model-based small area predictors are derived under the assumption that data files are complete. In application to real data, files may contain missing values. We introduce a variant of the bivariate Fay-Herriot model that takes into account for missing values in one component of the target...

Model-based small area predictors are derived under the assumption that data files are complete. In application to real data, files may contain missing values. We introduce a variant of the bivariate Fay-Herriot model that takes into account for missing values in one component of the target...

A Multivariate Fay-Herriot model is used to aid the prediction of small area parameters of dependent variables with sample data aggregated to area level. The empirical best linear unbiased predictor of the parameter vector is used, and an approximation of the elements of the mean cross product...

Longitudinal surveys collecting information on certain phenomena at several time points are very popular because they allow to analyze the changes over time. Data coming from those surveys often present correlation over time that should be accounted for by the considered statistical procedures....

In model-based small area estimation an explicit statistical model is used to enhance efficiency of estimation in case of small subsamples. This model assumes a fixed relationship between the statistic of interest and a set of covariates, which is valid for all areas under consideration and can,...

In this paper, we estimate a logit mixture vector autoregressive (Logit-MVAR) model describing monetary policy transmission in the euro area over the period 1999..2015. MVARs allow us to differentiate between different states of the economy. In our model, the state weights are determined by an...

Microsimulations make use of quantitative methods to analyze complex phenomena in populations. They allow modeling socioeconomic systems based on micro-level units such as individuals, households, or institutional entities. However, conducting a microsimulation study can be challenging. It often...