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The R Journal
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Date of this Version
12-2021
Document Type
Article
Citation
The R Journal (December 2021) 13(2); Editor: Dianne Cook
Abstract
The paper introduces an R Package of multivariate Fay-Herriot models for small area estimation named msae. This package implements four types of Fay-Herriot models, including univariate Fay-Herriot model (model 0), multivariate Fay-Herriot model (model 1), autoregressive multivariate Fay-Herriot model (model 2), and heteroskedastic autoregressive multivariate Fay-Herriot model (model 3). It also contains some datasets generated based on multivariate Fay-Herriot models. We describe and implement functions through various practical examples. Multivariate Fay-Herriot models produce a more efficient parameter estimation than direct estimation and univariate model.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2021, The R Foundation. Open access material. License: CC BY 4.0 International