Schoch, Tobias

Schoch

Tobias

Schoch, Tobias

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Robust Unit-Level Small Area Estimation: A Fast Algorithm for Large Datasets
(Austrian Journal of Statistics, 01.12.2011) Schoch, Tobias [in: Austrian Journal of Statistics]
Small area estimation is a topic of increasing importance in official statistics. Although the classical EBLUP method is useful for estimating the small area means efficiently under the normality assumptions, it can be highly influenced by the presence of outliers. Therefore, Sinha and Rao (2009; The Canadian Journal of Statistics) proposed robust estimators/predictors for a large class of unit- and area-level models. We confine attention to the basic unit-level model and discuss a related, but slightly different, robustification. In particular, we develop a fast algorithm that avoids inversion and multiplication of large matrices, and thus permits the user to apply the method to large datasets. In addition, we derive much simpler expressions of the bounded-influence predicting equations to robustly predict the small-area means than Sinha and Rao (2009) did.
01A - Beitrag in wissenschaftlicher Zeitschrift
Social inequality and the biological standard of living: An anthropometric analysis of Swiss conscription data, 18751950
(Elsevier, 01.05.2011) Schoch, Tobias; Staub, Kaspar; Pfister, Christian [in: Economics and Human Biology]
01A - Beitrag in wissenschaftlicher Zeitschrift