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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Scheme | Other | |||||
| 主題 | Asymptotic approximation | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | benchmarking | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | best linear unbiased predictor | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Binomial-beta model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | constrained Bayes | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | empirical Bayes | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | estimating equation | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | generalized linear mixed model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | mean squared error | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | natural exponential family | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | parametric bootstrap | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | mortality rates | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Poisson-gamma model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | second-order approximation | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | small area estimation | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||
| 資源タイプ | 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 |
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| 著者所属 | ||||||
| 値 | Faculty of Economics, University of Tokyo | |||||
| 著者所属 | ||||||
| 値 | Graduate School of Economics, University of Tokyo | |||||
| 著者所属 | ||||||
| 値 | 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 |
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| 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Scheme | NDC | |||||
| 主題 | 335 | |||||
| 出版者 | ||||||
| 出版者 | 日本経済国際共同センター | |||||
| 出版者別名 | ||||||
| 値 | 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 | |||||
