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On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate
http://hdl.handle.net/2261/52156
http://hdl.handle.net/2261/52156e0dcfff6-7a8c-4af9-bfea-b7065dcb8ed4
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-05-31 | |||||
タイトル | ||||||
タイトル | On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Asymptotic approximation | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | benchmarking | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | best linear unbiased predictor | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Binomial-beta model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | constrained Bayes | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | empirical Bayes | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | estimating equation | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | generalized linear mixed model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | mean squared error | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | natural exponential family | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | parametric bootstrap | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | mortality rates | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Poisson-gamma model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | second-order approximation | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | small area estimation | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Kubokawa, Tatsuya
× Kubokawa, Tatsuya× Hasukawa, Mana× Takahashi, Kunihiko |
|||||
著者所属 | ||||||
著者所属 | Faculty of Economics, University of Tokyo | |||||
著者所属 | ||||||
著者所属 | Graduate School of Economics, University of Tokyo | |||||
著者所属 | ||||||
著者所属 | National Institute of Public Health | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | Empirical Bayes (EB) estimates in general linear mixed models are useful for the small area estimation in the sense of increasing precision of estimation of small area means. However, one potential difficulty of EB is that the overall estimate for a larger geographical area based on a (weighted) sum of EB estimates is not necessarily identical to the corresponding direct estimate like the overall sample mean. Another difficulty is that EB estimates yield over-shrinking, which results in the sampling variance smaller than the posterior variance. One way to fix these problems is the benchmarking approach based on the constrained empirical Bayes (CEB) estimators, which satisfy the constraints that the aggregated mean and variance are identical to the requested values of mean and variance. In this paper, we treat the general mixed models, derive asymptotic approximations of the mean squared error (MSE) of CEB and provide second-order unbiased estimators of MSE based on the parametric bootstrap method. These results are applied to natural exponential families with quadratic variance functions (NEF-QVF). As a specific example, the Poisson-gamma model is dealt with, and it is illustrated that the CEB estimates and their MSE estimates work well through real mortality data. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-861, 発行日 2012-09 |
|||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 335 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2012/2012cf861ab.html |