sae2: Small Area Estimation: Time-Series Models
Time series area-level models for small area estimation.
The package supplements the functionality of the sae package.
Specifically, it includes EBLUP fitting of the original Rao-Yu model,
which in the original form did not have a spatial component. The
package also offers a modified ('dynamic') version of the Rao-Yu model,
replacing the assumption of stationarity. Both univariate and
multivariate applications are supported. Of particular note is the
allowance for covariance of the area-level sample estimates over time,
as encountered in rotating panel designs such as the U.S. National
Crime Victimization Survey or present in a time-series of 5-year
estimates from the American Community Survey. Key references to the
J.N.K. Rao and I. Molina (2015, ISBN:9781118735787),
J.N.K. Rao and M. Yu (1994) <doi:10.2307/3315407>, and
R.E. Fay and R.A. Herriot (1979) <doi:10.1080/01621459.1979.10482505>.
||R (≥ 2.14.0), MASS, survey, stats
||Robert Fay [aut, cre],
Mamadou Diallo [aut]
||Robert Fay <bobfay at hotmail.com>
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