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アイテム
線形混合モデル小地域の推定
http://hdl.handle.net/2261/4016
http://hdl.handle.net/2261/4016b8ce1523-3e1f-4ea2-8f7a-9072a0595316
Item type | テクニカルレポート / Technical Report(1) | |||||
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公開日 | 2013-06-03 | |||||
タイトル | ||||||
タイトル | 線形混合モデル小地域の推定 | |||||
言語 | ||||||
言語 | jpn | |||||
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 | |||||
その他のタイトル | ||||||
その他のタイトル | Linear Mixed Models and Small Area Estimation | |||||
著者 |
久保川, 達也
× 久保川, 達也 |
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著者別名 | ||||||
識別子Scheme | WEKO | |||||
識別子 | 97529 | |||||
姓名 | Kubokawa, Tatsuya | |||||
著者所属 | ||||||
著者所属 | 東京大学大学院経済学研究科 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | Sample survey data can be used to derive a reliable estimate of a total mean for a large area. When the same data are used to estimate means of small areas like city, county or town belonging to the large area, the usual direct estimators like the sample mean have unacceptably large standard errors due to the small sizes of the samples in the small areas. This is called a small area problem. To find more accurate estimates for given small areas, one needs to "borrow strength" from the related areas. The linear mixed model (LMM) is recognized as an appropriate model for handling such a problem, and the resulting empirical best linear unbiased predictor (EBLUP) can yield a smaller standard error. This article gives a review of the small area estimation based on LMM. Especially, the article explains how the structure of (common parameters)+(random effects) in LMM works to get accurate estimates. The estimators of the mean squared errors of EBLUP and the confidence interval based on EBLUP are derived to evaluate accuracy of EBLUP. Finally, some generalizations and various variants of LMM are described for analyzing spatial data, and the generalized linear mixed model (GLMM) and its application to estimation of mortality rates are explained. | |||||
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-J 巻 CIRJE-J-171, 発行日 2006-12 |
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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 | AA11451834 | |||||
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 | 330 | |||||
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/2006/2006cj171ab.html |