Many variables of interest in agricultural or economical surveys have skewed distributions and can equal zero. Our data are measures of sheet and rill erosion called Revised Universal Soil Loss Equation
The problem of accurately estimating the mean-squared error of small area estimators within a Fay–Herriot normal error model is studied theoretically in the common setting where the model is fitted to a logarithmically transformed response variable. For bias-corrected empirical best linear unbiased predictor small area point estimators, mean-squared error formulae and estimators are provided, with biases of smaller order than the reciprocal of the number of small areas. The performance of these mean-squared error estimators is illustrated by a simulation study and a real data example relating to the county level estimation of child poverty rates in the US Census Bureau's on-going ‘Small area income and poverty estimation’ project.
more » « less- NSF-PAR ID:
- 10405603
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- Journal of the Royal Statistical Society Series B: Statistical Methodology
- Volume:
- 68
- Issue:
- 2
- ISSN:
- 1369-7412
- Format(s):
- Medium: X Size: p. 239-257
- Size(s):
- ["p. 239-257"]
- Sponsoring Org:
- National Science Foundation
More Like this
-
more » « less
Abstract ‐ 2 (RUSLE2). Small area estimates of mean RUSLE2 erosion are of interest. We use a zero‐inflated lognormal mixed effects model for small area estimation. The model combines a unit‐level lognormal model for the positive RUSLE2 responses with a unit‐level logistic mixed effects model for the binary indicator that the response is nonzero. In the Conservation Effects Assessment Project (CEAP) data, counties with a higher probability of nonzero responses also tend to have a higher mean among the positive RUSLE2 values. We capture this property of the data through an assumption that the pair of random effects for a county are correlated. We develop empirical Bayes (EB) small area predictors and a bootstrap estimator of the mean squared error (MSE). In simulations, the proposed predictor is superior to simpler alternatives. We then apply the method to construct EB predictors of mean RUSLE2 erosion for South Dakota counties. To obtain auxiliary variables for the population of cropland in South Dakota, we integrate a satellite‐derived land cover map with a geographic database of soil properties. We provide an R Shiny application calledviscover (available athttps://lyux.shinyapps.io/viscover/ ) to visualize the overlay operations required to construct the covariates. On the basis of bootstrap estimates of the mean square error, we conclude that the EB predictors of mean RUSLE2 erosion are superior to direct estimators. -
more » « less
Abstract Many large‐scale surveys collect both discrete and continuous variables. Small‐area estimates may be desired for means of continuous variables, proportions in each level of a categorical variable, or for domain means defined as the mean of the continuous variable for each level of the categorical variable. In this paper, we introduce a conditionally specified bivariate mixed‐effects model for small‐area estimation, and provide a necessary and sufficient condition under which the conditional distributions render a valid joint distribution. The conditional specification allows better model interpretation. We use the valid joint distribution to calculate empirical Bayes predictors and use the parametric bootstrap to estimate the mean squared error. Simulation studies demonstrate the superior performance of the bivariate mixed‐effects model relative to univariate model estimators. We apply the bivariate mixed‐effects model to construct estimates for small watersheds using data from the Conservation Effects Assessment Project, a survey developed to quantify the environmental impacts of conservation efforts. We construct predictors of mean sediment loss, the proportion of land where the soil loss tolerance is exceeded, and the average sediment loss on land where the soil loss tolerance is exceeded. In the data analysis, the bivariate mixed‐effects model leads to more scientifically interpretable estimates of domain means than those based on two independent univariate models.
-
more » « less
Abstract Receiver operating characteristic (ROC) curve is commonly used to evaluate and compare the accuracy of classification methods or markers. Estimating ROC curves has been an important problem in various fields including biometric recognition and diagnostic medicine. In real applications, classification markers are often developed under two or more ordered conditions, such that a natural stochastic ordering exists among the observations. Incorporating such a stochastic ordering into estimation can improve statistical efficiency (Davidov and Herman, 2012). In addition, clustered and correlated data arise when multiple measurements are gleaned from the same subject, making estimation of ROC curves complicated due to within‐cluster correlations. In this article, we propose to model the ROC curve using a weighted empirical process to jointly account for the order constraint and within‐cluster correlation structure. The algebraic properties of resulting summary statistics of the ROC curve such as its area and partial area are also studied. The algebraic expressions reduce to the ones by Davidov and Herman (2012) for independent observations. We derive asymptotic properties of the proposed order‐restricted estimators and show that they have smaller mean‐squared errors than the existing estimators. Simulation studies also demonstrate better performance of the newly proposed estimators over existing methods for finite samples. The proposed method is further exemplified with the fingerprint matching data from the National Institute of Standards and Technology Special Database 4.
-
more » « less
Summary Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance–mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation–extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.
-
more » « less
Abstract Phenology is one of the most immediate responses to global climate change, but data limitations have made examining phenology patterns across greater taxonomic, spatial and temporal scales challenging. One significant opportunity is leveraging rapidly increasing data resources from digitized museum specimens and community science platforms, but this assumes reliable statistical methods are available to estimate phenology using presence‐only data. Estimating the onset or offset of key events is especially difficult with incidental data, as lower data densities occur towards the tails of an abundance distribution.
The Weibull distribution has been recognized as an appropriate distribution to estimate phenology based on presence‐only data, but Weibull‐informed estimators are only available for onset and offset. We describe the mathematical framework for a new Weibull‐parameterized estimator of phenology appropriate for any percentile of a distribution and make it available in an
r package,phenesse . We use simulations and empirical data on open flower timing and first arrival of monarch butterflies to quantify the accuracy of our estimator and other commonly used phenological estimators for 10 phenological metrics: onset, mean and offset dates, as well as the 1st, 5th, 10th, 50th, 90th, 95th and 99th percentile dates. Root mean squared errors and mean bias of the phenological estimators were calculated for different patterns of abundance and observation processes.Results show a general pattern of decay in performance of estimates when moving from mean estimates towards the tails of the seasonal abundance curve, suggesting that onset and offset continue to be the most difficult phenometrics to estimate. However, with simple phenologies and enough observations, our newly developed estimator can provide useful onset and offset estimates. This is especially true for the start of the season, when incidental observations may be more common.
Our simulation demonstrates the potential of generating accurate phenological estimates from presence‐only data and guides the best use of estimators. The estimator that we developed, phenesse, is the least biased and has the lowest estimation error for onset estimates under most simulated and empirical conditions examined, improving the robustness of these estimates for phenological research.
