skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.

Attention:

The NSF Public Access Repository (PAR) system and access will be unavailable from 10:00 PM ET on Friday, February 6 until 10:00 AM ET on Saturday, February 7 due to maintenance. We apologize for the inconvenience.


Title: Spatially selected and dependent random effects for small area estimation with application to rent burden
Abstract Area-level models for small area estimation typically rely on areal random effects to shrink design-based direct estimates towards a model-based predictor. Incorporating the spatial dependence of the random effects into these models can further improve the estimates when there are not enough covariates to fully account for the spatial dependence of the areal means. A number of recent works have investigated models that include random effects for only a subset of areas, in order to improve the precision of estimates. However, such models do not readily handle spatial dependence. In this paper, we introduce a model that accounts for spatial dependence in both the random effects as well as the latent process that selects the effects. We show how this model can significantly improve predictive accuracy via an empirical simulation study based on data from the American Community Survey, and illustrate its properties via an application to estimate county-level median rent burden.  more » « less
Award ID(s):
2215169
PAR ID:
10627728
Author(s) / Creator(s):
; ;
Publisher / Repository:
Oxford
Date Published:
Journal Name:
Journal of the Royal Statistical Society Series A: Statistics in Society
ISSN:
0964-1998
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract Spatial models for occupancy data are used to estimate and map the true presence of a species, which may depend on biotic and abiotic factors as well as spatial autocorrelation. Traditionally researchers have accounted for spatial autocorrelation in occupancy data by using a correlated normally distributed site‐level random effect, which might be incapable of modeling nontraditional spatial dependence such as discontinuities and abrupt transitions. Machine learning approaches have the potential to model nontraditional spatial dependence, but these approaches do not account for observer errors such as false absences. By combining the flexibility of Bayesian hierarchal modeling and machine learning approaches, we present a general framework to model occupancy data that accounts for both traditional and nontraditional spatial dependence as well as false absences. We demonstrate our framework using six synthetic occupancy data sets and two real data sets. Our results demonstrate how to model both traditional and nontraditional spatial dependence in occupancy data, which enables a broader class of spatial occupancy models that can be used to improve predictive accuracy and model adequacy. 
    more » « less
  2. Abstract Small area estimation (SAE) has become an important tool in official statistics, used to construct estimates of population quantities for domains with small sample sizes. Typical area-level models function as a type of heteroscedastic regression, where the variance for each domain is assumed to be known and plugged in following a design-based estimate. Recent work has considered hierarchical models for the variance, where the design-based estimates are used as an additional data point to model the latent true variance in each domain. These hierarchical models may incorporate covariate information but can be difficult to sample from in high-dimensional settings. Utilizing recent distribution theory, we explore a class of Bayesian hierarchical models for SAE that smooth both the design-based estimate of the mean and the variance. In addition, we develop a class of unit-level models for heteroscedastic Gaussian response data. Importantly, we incorporate both covariate information as well as spatial dependence, while retaining a conjugate model structure that allows for efficient sampling. We illustrate our methodology through an empirical simulation study as well as an application using data from the American Community Survey. 
    more » « less
  3. Abstract In small area estimation, different data sources are integrated in order to produce reliable estimates of target parameters (e.g., a mean or a proportion) for a collection of small subsets (areas) of a finite population. Regression models such as the linear mixed effects model or M-quantile regression are often used to improve the precision of survey sample estimates by leveraging auxiliary information for which means or totals are known at the area level. In many applications, the unit-level linkage of records from different sources is probabilistic and potentially error-prone. In this article, we present adjustments of the small area predictors that are based on either the linear mixed effects model or M-quantile regression to account for the presence of linkage error. These adjustments are developed from a two-component mixture model that hinges on the assumption of independence of the target and auxiliary variable given incorrect linkage. Estimation and inference is based on composite likelihoods and machinery revolving around the Expectation-Maximization Algorithm. For each of the two regression methods, we propose modified small area predictors and approximations for their mean squared errors. The empirical performance of the proposed approaches is studied in both design-based and model-based simulations that include comparisons to a variety of baselines. 
    more » « less
  4. Kneib, T; Thorarinsdottir, T (Ed.)
    Abstract The US Drought Monitor is the leading drought monitoring tool in the United States. Updated weekly and freely distributed, it records the drought conditions as geo-referenced polygons showing one of six ordered levels. These levels are determined by a mixture of quantitative environmental measurements and local expert opinion across the entire United States. At present, forecasts of the Drought Monitor only convey the expected direction of drought development (i.e. worsen, persist, subside) and do not communicate any uncertainty. This limits the utility of forecasts. In this paper, we describe a Bayesian spatio-temporal ordinal hierarchical model for use in modelling and projecting drought conditions. The model is flexible, scalable, and interpretable. By viewing drought data as areal rather than point-referenced, we reduce the cost of sampling from the posterior by avoiding dense matrix inversion. Draws from the posterior predictive distribution produce future forecasts of actual drought levels—rather than only the direction of drought development—and all sources of uncertainty are propagated into the posterior. Spatial random effects and an autoregressive model structure capture spatial and temporal dependence, and help ensure smoothness in forecasts over space and time. The result is a framework for modelling and forecasting drought levels and capturing forecast uncertainty. 
    more » « less
  5. Abstract Model-based small area estimation is frequently used in conjunction with survey data to establish estimates for under-sampled or unsampled geographies. These models can be specified at either the area-level, or the unit-level, but unit-level models often offer potential advantages such as more precise estimates and easy spatial aggregation. Nevertheless, relative to area-level models, literature on unit-level models is less prevalent. In modeling small areas at the unit level, challenges often arise as a consequence of the informative sampling mechanism used to collect the survey data. This article provides a comprehensive methodological review for unit-level models under informative sampling, with an emphasis on Bayesian approaches. 
    more » « less