*! version 1.0.0 30April2018
help fhsae

Title

fhsae - Fits area level Fay-Herriot model. Translated into Stata from R's SAE package by Molina and Marhuenda.

Syntax

fhsae varlist [if] [in] ,
REvar(varname)
method(string)
[precision(real)
maxiter(integer)
FHpredict(newvarname)
FHSEpredict(newvarname)
FHCVpredict(newvarname)
DSEpredict(newvarname)
DCVpredict(newvarname)
AREApredict(newvarname)
GAMMApredict(newvarname)
OUTsample
NONEGative]

Description

fhsae Supports Fay-Herriot's EBLUP small area estimation methods. Translated from R's SAE package from Molina and Marhuenda.

Options

REvar(varname) Variable containing dependent variable's design-based sampling variance

method(string) Chosen fitting method. Allowed methods: ML (Max. likelihood); FH (Fay Herriot's moment's method); REML (Restricted max. likelihood); CHANDRA (FGLS)

precision(real) Fitting method's precision, default value is 1e-15

maxiter(integer) Number of iterations before command gives up on estimation, default is 100

FHpredict(newvarname) New variable name for predicted Fay Herriot small area estimate

FHSEpredict(newvarname) New variable name for predicted Fay Herriot small area estimate standard error

FHCVpredict(newvarname) New variable name for predicted Fay Herriot small area estimate coefficient of variation

DSEpredict(newvarname) New variable name for predicted Fay Herriot direct estimate standard error

DCVpredict(newvarname) New variable name for predicted Fay Herriot direct estimate coefficient of variation

AREApredict(newvarname) New variable name for predicted Fay Herriot area effects (Only for chandra method)

OUTsample Requests that predictions be made for out of sample observations (requires any of the options fhpredict, fhsepredict, fhcvpredict to be specified )

NONEGative Requests that negative predictions be set to 0.

Example

fhsae yield hh_f hh_size, revar(vd) method(FH) fhpredict(fh) fhse(fhse) outsample

Translated into Stata by:

Paul Corral

The World Bank - Poverty and Equity Global Practice

Washington, DC

pcorralrodas@worldbank.org

William Seitz

The World Bank - Poverty and Equity Global Practice

Washington, DC

wseitz@worldbank.org

Joao Pedro de Azevedo

The World Bank - Poverty and Equity Global Practice

Washington, DC

jazevedo@worldbank.org

Minh Cong Nguyen

The World Bank - Poverty and Equity Global Practice

Washington, DC

mnguyen3@worldbank.org

Any error or omission is the authors’ responsibility alone.

References

Molina, I., Marhuenda, Y. (2015). R package sae: Methodology.

Chandra, H., Sud, U. C., & Gupta, V. K. (2013). Small Area Estimation under Area Level Model Using R Software.

Molina, I., & Marhuenda, Y. (2015). sae: An R package for small area estimation. The R Journal, 7(1), 81-98.

Fay III, R. E., & Herriot, R. A. (1979). Estimates of income for small places: an application of James-Stein procedures to census data. Journal of the American Statistical Association, 74(366a), 269-277.