msae

Multivariate Fay Herriot Models for Small Area Estimation

CRAN Package

Implements multivariate Fay-Herriot models for small area estimation. It uses empirical best linear unbiased prediction (EBLUP) estimator. Multivariate models consider the correlation of several target variables and borrow strength from auxiliary variables to improve the effectiveness of a domain sample size. Models which accommodated by this package are univariate model with several target variables (model 0), multivariate model (model 1), autoregressive multivariate model (model 2), and heteroscedastic autoregressive multivariate model (model 3). Functions provide EBLUP estimators and mean squared error (MSE) estimator for each model. These models were developed by Roberto Benavent and Domingo Morales (2015) doi:10.1016/j.csda.2015.07.013.

  • Version0.1.5
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release04/24/2022

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  • Imports1 package