Policy-related small.area estimation

Nicholas tibor Longford

Policy-related small.area estimation

Nicholas tibor Longford

Research output: Working paper

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Abstract

A method of small-area estimation with a utility function is developed. The utility characterises a policy planned to be implemented in each area, based on the area's estimate of a key quantity. It is shown that the commonly applied empirical Bayes and composite estimators are inefficient for a wide range of utility functions. Adaptations for limited budget to implement the policy are explored. An argument is presented for a closer integration of estimation and (regional) policy making.

Original language	English
Publisher	CEPS/INSTEAD
Number of pages	36
Publication status	Published - 2011
Externally published	Yes

Publication series

Name	Working Papers
Publisher	CEPS/INSTEAD
No.	2011-44

Keywords

Composition
borrowing strenght
empirical Bayes
expected loss
exploiting similarity
small-area estimation
utility function

Access to Document

Working Paper n°2011-44Final published version, 563 KB

Cite this

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KW - Composition

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KW - empirical Bayes

KW - expected loss

KW - exploiting similarity

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KW - utility function

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