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Seminario “Uniform inference for Small Area Parameter”


El pr贸ximo jueves 24 de mayo a las 12:00 horas en la Sala de Seminarios del edificio Torretamarit, el prof. Stefan Sperlich, 聽de la Universidad de Ginebra (Suiza), impartir谩 la conferencia que lleva por t铆tulo 鈥Uniform inference for Small Area Parameter鈥.

Abstract.

Today, SAE is a common tool used world-wide by Statistical offices for addressing the need of disaggregated information. Interval estimates can either be extremely wide if not model-based, or only refer to marginal (ie unconditional) distributions. That is, when speaking of a 95% confidence interval, for 5% of the considered areas, the intervals do not contain the true parameter. This is a delicate default if political decisions based on them, and prohibits the comparing areas based on those estimates. 聽In this work, construction of uniform prediction intervals (or simultaneous confidence sets) for small area parameter in linear mixed models is introduced. We consider three frameworks to develop simultaneous intervals: analytical, numerical and bootstrap approximation. Proofs of the consistency as well as the asymptotic coverage probability of the bootstrap intervals are provided. Our proposal is accompanied by simulation experiments and data examples.

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