An empirical study of hierarchical Bayes small area estimators using different priors for model variances

• Authors: Yong You

Abstracts

EN

In this paper, we study hierarchical Bayes (HB) estimators based on different priors for small area estimation. In particular, we use inverse gamma and flat priors for variance components in the HB small area models of You and Chapman (2006) and You (2021). We evaluate the HB estimators through a simulation study and real data analysis. Our results indicate that using the inverse gamma prior for the variance components in the HB models can be very effective.

Keywords

EN

CPO; flat prior; inverse gamma prior; relative error; variance component

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2023
• Volume: 24
• Issue: 4
• Pages: 169-178

Dates

published

2023

Contributors

author

Yong You

• ESMD, Statistics Canada

• https://orcid.org/0009000080301484

References

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Identifiers

DOI

10.59170/stattrans-2023-058

Biblioteka Nauki

19938261