Seminario de Stefan Sperlich

24 mayo, 2018
12:00 pma1:00 pm

Speaker: Stefan Sperlich

Title: Uniform inference for Small Area Parameter

Coauthors: K. Reluga, P. Kramlinger, T. Krivobokova and M.J. Lombardía

Date: 24 May. 12:00 h.

Localication: Sala de Seminarios (Edificio Torretamarit)

Abstract. Today, SAE is a common tool used world-wide by Statistical offices for addressing the need of disaggregated information. Interval estimates can either be extremely wide if not model-based, or only refer to marginal (ie unconditional) distributions. That is, when speaking of a 95% confidence interval, for 5% of the considered areas, the intervals do not contain the true parameter. This is a delicate default if political decisions based on them, and prohibits the comparing areas based on those estimates.  In this work, construction of uniform prediction intervals (or simultaneous confidence sets) for small area parameter in linear mixed models is introduced. We consider three frameworks to develop simultaneous intervals: analytical, numerical and bootstrap approximation. Proofs of the consistency as well as the asymptotic coverage probability of the bootstrap intervals are provided. Our proposal is accompanied by simulation experiments and data examples.