Small Area Estimation under a Multivariate Linear Model for Repeated Measures Data
2015 (English)Report (Other academic)
In this paper, we consider small area estimation under a multivariate linear regression model for repeated measures data. The aim of the proposed model is to get a model which borrows strength across small areas and over time, by incorporating simultaneously the area effects and time correlation. The model accounts for repeated surveys, group individuals and random effects variations. Estimation of model parameters is discussed within a restricted maximum likelihood based approach. Prediction of random e ects and the prediction of small area means across time points and per group units for all time points are derived. The results are supported by a simulation study.
Place, publisher, year, edition, pages
Linköping University Electronic Press, 2015. , 21 p.
LiTH-MAT-R, ISSN 0348-2960 ; 2015:09
Maximum likelihood; Multivariate linear model; Prediction of random effects; Repeated measures data; Small Area Estimation
IdentifiersURN: urn:nbn:se:liu:diva-117522ISRN: LiTH-MAT-R--2015/09--SEOAI: oai:DiVA.org:liu-117522DiVA: diva2:809026