Small area estimation is an arena that has seen rapid development in the past 50 years, due to its widespread applicability in government projects, marketing research
and many other areas. However, it is often difficult to obtain error-free data for this purpose. In this dissertation, each project describes a model used for small area estimation in which the covariates are measured with error. We applied different methods of bias correction to improve the estimates of the parameter of interest in the small areas.
There is a variety of methods available for bias correction of estimates in the presence of measurement error. We applied the simulation extrapolation (SIMEX), ordinary corrected scores and Monte Carlo corrected scores methods of bias correction in the Fay-Herriot model, and investigated the performance of the bias-corrected estimators. The performance of the estimators in the presence of non-normal measurement error
and of the SIMEX estimator in the presence of non-additive measurement error was also studied. For each of these situations, we presented simulation studies to observe the performance of the proposed correction procedures. In addition, we applied our proposed methodology to analyze a real life, nontrivial data set and present the results.
We showed that the Lohr-Ybarra estimator is slightly inefficient and that applying methods of bias correction like SIMEX, corrected scores or Monte Carlo corrected
scores (MCCS) increases the efficiency of the small area estimates. In particular, we showed that the simulation based bias correction methods like SIMEX and MCCS
provide a greater gain in efficiency. We also showed that the SIMEX method of bias correction is robust with respect to departures from normality or additivity of measurement error. We showed that the MCCS method is robust with respect to departure from normality of measurement error.
| Identifer | oai:union.ndltd.org:tamu.edu/oai:repository.tamu.edu:1969.1/ETD-TAMU-2011-08-10010 |
| Date | 2011 August 1900 |
| Creators | Singh, Trijya |
| Contributors | Carroll, Raymond J., Wang, Suojin |
| Source Sets | Texas A and M University |
| Language | en_US |
| Detected Language | English |
| Type | thesis, text |
| Format | application/pdf |
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