Small area estimation for the Dutch investment survey
Traditionally, national statistical institutes prefer design-based estimation methods
like the general regression estimator. However, there is more demand
for detailed gures, for example on a regional breakdown, but the sample size is too
small to compute reliable gures using design based methods. Model based small area
estimation (SAE) can be a good alternative. We investigate this for the Dutch
investment survey, with investments in tangible xed assets as target variables, for
municipalities as areas. As usual for surveys for
enterprises, a stratied sample design is applied, the strata are based on the economic
activity and size class, based on number of working persons.
There are two interesting aspects in this data. The target variable is zero for almost
50% of the sample, as many enterprises do not have investments every year. Furthermore,
the distribution of the non-zero values is right-skewed as few enterprises have
very large investments. We compare SAE methods which take the properties of the data into account
with SAE methods which ignore these properties, and with a design-based method.
It is found that SAE can indeed improve the accuracy of the estimates. However,
not all model specifications work well. The selection of the optimal specification
is a subject for further research.
Reference:
CPS07-003
Session:
Small Area Estimation
Presenter/s:
Sabine Krieg
Presentation type:
Oral presentation
Room:
JENK
Chair:
ibtissam sahir, GOPA Luxembourg, Luxembourg, (Email)
Date:
Wednesday, 13 March
Time:
16:00 - 17:00
Session times:
16:00 - 17:00