Robust small area estimation for unit level model with density power divergence

doi:10.1371/journal.pone.0288639

	Robust small area estimation for unit level model with density power divergence
	Niu, Xijuan1,2 ; Pang, Zhiqiang1 ; Wang, Zhaoxu 1,2
	2023-11-16
发表期刊	PLOS ONE
卷号	18 期号:11
摘要	Unit level model is one of the classical models in small area estimation, which plays an important role with unit information data. Empirical Bayesian(EB) estimation, as the optimal estimation under normal assumption, is the most commonly used parameter estimation method in unit level model. However, this kind of method is sensitive to outliers, and EB estimation will lead to considerable inflation of the mean square error(MSE) when there are outliers in the responses yij. In this study, we propose a robust estimation method for the unit-level model with outliers based on the minimum density power divergence. Firstly, by introducing the minimum density power divergence function, we give the estimation equation of the parameters of the unit level model, and obtain the asymptotic distribution of the robust parameters. Considering the existence of tuning parameters in the robust estimator, an optimal parameter selection algorithm is proposed. Secondly, empirical Bayesian predictors of unit and area mean in finite populations are given, and the MSE of the proposed robust estimators of small area means is given by bootstrap method. Finally, we verify the superior performance of our proposed method through simulation data and real data. Through comparison, our proposed method can can solve the outlier situation better.
关键词	BAYES ESTIMATION PREDICTION PARAMETER DISEASE
DOI	10.1371/journal.pone.0288639
收录类别	SCIE
ISSN	1932-6203
语种	英语
WOS研究方向	Science & Technology - Other Topics
WOS类目	Multidisciplinary Sciences
WOS记录号	WOS:001119675000035
出版者	PUBLIC LIBRARY SCIENCE
原始文献类型	Article
引用统计	被引频次[WOS]：0 [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/35671
专题	统计与数据科学学院图书馆
通讯作者	Niu, Xijuan
作者单位	1.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Gansu, Peoples R China; 2.Qinghai Normal Univ, Dept Stat Math & Stat, Xining, Qinghai, Peoples R China
第一作者单位	兰州财经大学
通讯作者单位	兰州财经大学
推荐引用方式 GB/T 7714	Niu, Xijuan,Pang, Zhiqiang,Wang, Zhaoxu. Robust small area estimation for unit level model with density power divergence[J]. PLOS ONE,2023,18(11).
APA	Niu, Xijuan,Pang, Zhiqiang,&Wang, Zhaoxu.(2023).Robust small area estimation for unit level model with density power divergence.PLOS ONE,18(11).
MLA	Niu, Xijuan,et al."Robust small area estimation for unit level model with density power divergence".PLOS ONE 18.11(2023).