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

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...

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Detalles Bibliográficos
Autores principales: Niu, Xijuan, Pang, Zhiqiang, Wang, Zhaoxu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10653428/
https://www.ncbi.nlm.nih.gov/pubmed/37972010
http://dx.doi.org/10.1371/journal.pone.0288639
Descripción
Sumario: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 y(ij). 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.