ISI/IASS Short Course on Small Area Statistics with R


Date: 15th and 16th August 2011
Location:  University of Trier, building C

Programme overview:

 The Course will be held in C 360.

Take the elevator in building C to the third floor. The room is the first one on the right after passing the glas door straight ahead.

TimeMonday, 15th AugustTuesday, 16th August
9:00-10:30

Starting with R                                                                          

  • Use of menus and help
  • Basic operations and R functions
  • Types of R objects
  • Creation and manipulation of objects

Model-assisted estimators:

  • GREG estimator
  • Grouped GREG estimator

Application with Spanish data on Living Conditons, 
and comparision with the other estimators at hand via a small Monte-Carlo study.

10:30-11:00Coffee - BreakCoffee - Break
11:00-12:30

Starting with R

  • Data generation
  • Basic statistical summaries
  • Basic plotting functions
  • Manipulating data files
  • Writing functions in R
  • Loops and conditions

Model-based estimators:

  • Fay-Herriot model
  • MSE estimation

Application with Spanish data on Living Conditons.

12:30-14:00Lunch - BreakLunch - Break
14:00-14:45

Traditional small area estimators 

  • Direct estimators

Application with Spanish data on Living Conditons.

Model-based estimators:

  • Nested error linear regression model
  • MSE estimation

Application with Spanish data on Living Conditons.

14:45-15:00 Coffee - BreakCoffee - Break
15:00-15:45

Traditional small area estimators 

  • Post-stratified synthetic estimators

Application with Spanish data on Living Conditons.

Extensions for binary variables:

  • LGREG
  • Nested error logit model

Application with the AMELIA data set.

15:45-16:15Coffee - BreakCoffee - Break
16:15-17:30

Traditional small area estimators 

  • Composite estimators
  • Discussion

Application with Spanish data on Living Conditons

Model-based estimators

  • EB method for poverty estimation
  • Parametric boostrap MSE estimation
  • Discussion

Application with Spanish data on Living Conditons.

Instructors:

Prof.  Isabel Molina

Statistics Department
Universidad Carlos III de Madrid, Spain

Jan Pablo Burgard

Economic and Social Statistics Department University of Trier, Germany

Aim and Scope

The main objective of the ISI / IASS Short course is to offer an application-oriented view on Small Area Statistics. The aim is to show how Small Area problems can be approached, implemented and solved with R. The course includes design based methods and Small Area estimators  such as Fay-Herriot- and Battese-Harter-Fuller estimator. Furthermore, advanced methods are also considered, such as poverty measures, spatial modeling, and logistic models.