Semi-parametric small-area estimation by combining time-series and cross-sectional data methods

摘要

In survey sampling, policymaking regarding the allocation of resources to subgroups (called small areas) or the determination of subgroups with specific properties in a population should be based on reliable estimates. Information, however, is often collected at a different scale than that of these subgroups; hence, the estimation can only be obtained on finer scale data. Parametric mixed models are commonly used in small-area estimation. The relationship between predictors and response, however, may not be linear in some real situations. Recently, small-area estimation using a generalised linear mixed model (GLMM) with a penalised spline (P-spline) regression model, for the fixed part of the model, has been proposed to analyse cross-sectional responses, both normal and non-normal. However, there are many situations in which the responses in small areas are serially dependent over time. Such a situation is exemplified by a data set on the annual number of visits to physicians by patients seeking treatment for asthma, in different areas of Manitoba, Canada. In cases where covariates that can possibly predict physician visits by asthma patients (e.g. age and genetic and environmental factors) may not have a linear relationship with the response, new models for analysing such data sets are required. In the current work, using both time-series and cross-sectional data methods, we propose P-spline regression models for small-area estimation under GLMMs. Our proposed model covers both normal and non-normal responses. In particular, the empirical best predictors of small-area parameters and their corresponding prediction intervals are studied with the maximum likelihood estimation approach being used to estimate the model parameters. The performance of the proposed approach is evaluated using some simulations and also by analysing two real data sets (precipitation and asthma).