POLICY-RELATED SMALL-AREA ESTIMATION

被引：0
|
作者：
Longford, Nicholas T. [1 ,2 ]
机构：
[1] SNTL, E-08005 Barcelona, Spain
[2] Univ Pompeu Fabra, Dept Econ & Empresa, E-08005 Barcelona, Spain
来源：
SOUTH AFRICAN STATISTICAL JOURNAL | 2015年 / 49卷 / 01期
关键词：
Borrowing strength; composition; empirical Bayes; expected loss; exploiting similarity; small-area estimation; utility function;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A method of small-area estimation with a utility function is developed. The utility characterises a policy planned to be implemented in each area, based on the area's estimate of a key quantity. It is shown by simulations that the commonly applied composite and empirical Bayes estimators are inefficient for a wide range of asymmetric utility functions. An argument is presented for a closer integration of estimation and (regional) policy making because no single small-area estimator is suitable for a wide range of purposes.
引用
收藏
页码：105 / 119
页数：15
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