{"title":"Area specific confidence intervals for a small area mean under the Fay-Herriot model","authors":"Y. Shiferaw, J. Galpin","doi":"10.18869/ACADPUB.JIRSS.15.2.1","DOIUrl":"https://doi.org/10.18869/ACADPUB.JIRSS.15.2.1","url":null,"abstract":"Small area estimates have received much attention from both private and public sectors due to the growing demand for effective planning of health services, apportioning of government funds and policy and decision making. Surveys are generally designed to give representative estimates at national or district level, but estimates of variables of interest are often also needed at lower levels. These cannot be reliably obtained from the survey data as the sample sizes at these levels are too small. Census data are often available, but only give limited information with respect to the variables of interest. This problem is addressed by using small area estimation techniques, which combine the estimates from the survey and census data sets. The main purpose of this paper is obtaining confidence intervals based on the empirical best linear unbiased predictor (EBLUP) estimates. One of the criticism of the mean squared error (MSE) estimators is that it is not area-specific since it does not involve the direct estimator in its expression. However, most of the confidence intervals in the literature are constructed based on those MSEs. In this paper, we propose area specific confidence intervals for small area parameters under the Fay-Herriot model using area specific MSEs. We extend these confidence intervals to the difference between two small area means. The effectiveness of the proposed methods are also investigated via simulation studies and compared with the Cox (1975) and Prasad and Prasad and Rao (1990) methods. Our simulation results show that the proposed methods have higher coverage probabilities. Those methods are applied to the percentage of food expenditure measures in Ethiopia using the 2010/11 Household Consumption Expenditure (HCE) survey and the 2007 census data sets. Corresponding Author: Yegnanew A Shiferaw (yegnanews@uj.ac.za) Jacqueline S Galpin (Jacqueline.Galpin@wits.ac.za). D ow nl oa de d fr om ji rs s. irs ta t.i r at 0 :5 4 + 03 30 o n T hu rs da y D ec em be r 6t h 20 18 [ D O I: 10 .1 88 69 /a ca dp ub .ji rs s. 15 .2 .1 ] 2 Shiferaw and Galpin","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":"10 1","pages":"1-43"},"PeriodicalIF":0.4,"publicationDate":"2016-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67675046","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Vahid Rezaei Tabar, M. Mahdavi, S. Heidari, S. Naghizadeh
{"title":"Learning Bayesian Network Structure Using Genetic Algorithm with Consideration of the Node Ordering via Principal Component Analysis","authors":"Vahid Rezaei Tabar, M. Mahdavi, S. Heidari, S. Naghizadeh","doi":"10.18869/ACADPUB.JIRSS.15.2.45","DOIUrl":"https://doi.org/10.18869/ACADPUB.JIRSS.15.2.45","url":null,"abstract":"","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":"15 1","pages":"45-61"},"PeriodicalIF":0.4,"publicationDate":"2016-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67675272","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Conditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model","authors":"A. Ghodsi","doi":"10.7508/JIRSS.2015.02.002","DOIUrl":"https://doi.org/10.7508/JIRSS.2015.02.002","url":null,"abstract":"","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":"9 1","pages":"15-36"},"PeriodicalIF":0.4,"publicationDate":"2015-12-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71112309","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On Bivariate Generalized Exponential-Power Series Class of Distributions","authors":"A. Jafari, R. Roozegar","doi":"10.29252/JIRSS.17.1.63","DOIUrl":"https://doi.org/10.29252/JIRSS.17.1.63","url":null,"abstract":"In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. \u0000This new class contains some new sub-models such as the bivariate generalized exponential distribution, the bivariate generalized exponential-poisson, -logarithmic, -binomial and -negative binomial distributions. We derive different properties of the new class of distributions. The EM algorithm is used to determine the maximum likelihood estimates of the parameters. We illustrate the usefulness of the new distributions by means of an application to a real data set.","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":"8 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2015-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69861192","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Parametric Estimation in a Recurrent Competing Risks Model.","authors":"Laura L Taylor, Edsel A Peña","doi":"","DOIUrl":"","url":null,"abstract":"<p><p>A resource-efficient approach to making inferences about the distributional properties of the failure times in a competing risks setting is presented. Efficiency is gained by observing recurrences of the competing risks over a random monitoring period. The resulting model is called the recurrent competing risks model (RCRM) and is coupled with two repair strategies whenever the system fails. Maximum likelihood estimators of the parameters of the marginal distribution functions associated with each of the competing risks and also of the system lifetime distribution function are presented. Estimators are derived under perfect and partial repair strategies. Consistency and asymptotic properties of the estimators are obtained. The estimation methods are applied to a data set of failures for cars under warranty. Simulation studies are used to ascertain the small sample properties and the efficiency gains of the resulting estimators.</p>","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":"12 1","pages":"153-181"},"PeriodicalIF":0.1,"publicationDate":"2013-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4206915/pdf/nihms585707.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"32773594","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Parametric and Nonparametric Regression with Missing X’s—A Review","authors":"H. Toutenburg, C. Heumann, T. Nittner, S. Scheid","doi":"10.5282/UBM/EPUB.1664","DOIUrl":"https://doi.org/10.5282/UBM/EPUB.1664","url":null,"abstract":"This paper gives a detailed overview of the problem of missing data in parametric and nonparametric regression. Theoreti- cal basics, properties as well as simulation results may help the reader to get familiar with the common problem of incomplete data sets. Of course, not all occurences can be discussed so this paper could be seen as an introduction to missing data within regression analysis and as an extension to the early paper of (19).","PeriodicalId":42965,"journal":{"name":"JIRSS-Journal of the Iranian Statistical Society","volume":"1 1","pages":"79-109"},"PeriodicalIF":0.4,"publicationDate":"2002-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71098613","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}