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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,...
Persistent link: https://www.econbiz.de/10010468248
Recent developments on German real estate markets show a striking increase of rents, especially in larger towns. This development is, however, not homogeneous: The market dynamics vary between different parts of cities and prices develop highly heterogeneously. Therefore, small-scale results are...
Persistent link: https://www.econbiz.de/10012651840
An approach to model-based small area estimation under covariate measurement errors is presented. Using a min-max approach, we proof that regularized regression coefficient estimation is equivalent to robust optimization under additive noise. Applying this equivalence, the Fay-Herriot model is...
Persistent link: https://www.econbiz.de/10012140846
The joint usage of unit- and area-level data for model-based small area estimation is investigated. The combination of levels within a single model encloses a variety of methodological problems. Firstly, it implies a critical decrease in degrees of freedom due to more model parameters that need...
Persistent link: https://www.econbiz.de/10012140847
Within this article, a generalized calibration approach is presented, which provides coherent and efficient estimates considering a high number of constraints on different hierarchical levels. These constraints may be obtained from different sources such as survey data, register data,...
Persistent link: https://www.econbiz.de/10012140852
Spatial dynamic microsimulations allow for the multivariate analysis of complex socioeconomic systems with geographic segmentation. For this, a synthetic replica of the system as base population is stochastically projected into future periods. Thereby, the projection is based on micro-level...
Persistent link: https://www.econbiz.de/10012140854
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...
Persistent link: https://www.econbiz.de/10012140856
Microsimulations usually contain various transition processes such as births and deaths, relocations, and change in household characteristics. The estimation, organisation, and implementation of these processes can have a substantial impact on the simulation outcomes. We propose to evaluate a...
Persistent link: https://www.econbiz.de/10012140857
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