Showing 1 - 5 of 5
In this paper, we establish both naive and formal Bayesian justifications of Cox's (1975) partial likelihood and its various modifications. We extend the original work of Kalbfieisch (1978), who showed that the partial likelihood is a limiting marginal posterior under noninformative priors for...
Persistent link: https://www.econbiz.de/10005559411
Rubin & Schenker (1986) proposed the approximate Bayesian bootstrap, a two-stage resampling procedure, as a method of creating multiple imputations when missing data are ignorable. Kim (2002) showed that the multiple imputation variance estimator is biased for moderate sample sizes when this...
Persistent link: https://www.econbiz.de/10005559364
Current methodologies in small area estimation are mostly either parametric or heavily dependent on the assumed linearity of the estimators of the small area means. We discuss an alternative empirical likelihood-based Bayesian approach, which neither requires a parametric likelihood nor assumes...
Persistent link: https://www.econbiz.de/10009148399
We propose pseudo empirical best linear unbiased estimators of small-area means based on natural exponential family quadratic variance function models when the basic data consist of survey-weighted estimators of these means, area-specific covariates and certain summary measures involving the...
Persistent link: https://www.econbiz.de/10005569400
We introduce new robust small area estimation procedures based on area-level models. We first find influence functions corresponding to each individual area-level observation by measuring the divergence between the posterior density functions of regression coefficients with and without that...
Persistent link: https://www.econbiz.de/10005569423