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Small Area Prediction under Alternative Model Specifications By Wayne A. Fuller and Andreea L. Erciulescu Department of Statistics, Iowa State University.

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Presentation on theme: "Small Area Prediction under Alternative Model Specifications By Wayne A. Fuller and Andreea L. Erciulescu Department of Statistics, Iowa State University."— Presentation transcript:

1 Small Area Prediction under Alternative Model Specifications By Wayne A. Fuller and Andreea L. Erciulescu Department of Statistics, Iowa State University Small Area Estimation 2014 Poznan, Poland, September, 2014

2 Outline I.Motivating example II.Models: auxiliary information III.Bootstrap for prediction MSE IV.Simulation 2

3 Conservation Effects Assessment Project (CEAP): Natural Resources Conservation Service Impacts of conservation practices Sample of fields Subsample: National Resources Inventory(NRI) Hydrologic Units 3

4 4

5 Unit Level Model 5

6 Auxiliary Data 6

7 Parameters 7

8 Parametric Bootstrap 8

9 Double Bootstrap Estimation 9

10 Fast Double Bootstrap 10

11 Telescoping Double Bootstrap 11

12 CEAP Simulation Model 12

13 Alternative Specifications for x Some external information Area means known Estimated random means No external information Area means fixed Area means random 13

14 Simulation Parameters 14

15 Estimation and Prediction 15

16 16 Size

17 17 2Rel Bias Rel Sd Rel Bias Rel Sd Rel Bias Rel Sd

18 Equal Efficiency Bootstrap Samples 18 BootstrapLevel OneTotal Telescoping (100, 1) Classic (100, 1) Classic (44, 50)

19 Summary Fast double bootstrap improves bootstrap efficiency Double bootstrap reduces bias (about 50%) Double bootstrap increases variance (15 to 30 %) Random x model has potential to reduce MSE 19

20 Future Work Confidence Intervals Triple Bootstrap Regression with Bootstrap Nonparametric Bootstrap Predictions for CEAP 20

21 Thank You 21


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