Automatic Variance Adjustment for Small Area Estimation

Fuente: arXiv
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Auteurs principaux: Wakefield, Jon, Jiang, Jitong, Wu, Yunhan
Format: Preprint
Publié: 2026
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author Wakefield, Jon
Jiang, Jitong
Wu, Yunhan
author_facet Wakefield, Jon
Jiang, Jitong
Wu, Yunhan
contents Small area estimation (SAE) is a common endeavor and is used in a variety of disciplines. In low- and middle-income countries (LMICs), in which household surveys provide the most reliable and timely source of data, SAE is vital for highlighting disparities in health and demographic indicators. Weighted estimators are ideal for inference, but for fine geographical partitions in which there are insufficient data, SAE models are required. The most common approach is Fay-Herriot area-level modeling in which the data requirements are a weighted estimate and an associated variance estimate. The latter can be undefined or unstable when data are sparse and so we propose a principled modification which is based on augmenting the available data with a prior sample from a hypothetical survey. This adjustment is generally available, respects the design and is simple to implement. We examine the empirical properties of the adjustment through simulation and illustrate its use with wasting data from a 2018 Zambian Demographic and Health Survey. The modification is implemented as an automatic remedy in the R package surveyPrev, which provides a comprehensive suite of tools for conducing SAE in LMICs.
format Preprint
id arxiv_https___arxiv_org_abs_2602_14387
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Automatic Variance Adjustment for Small Area Estimation
Wakefield, Jon
Jiang, Jitong
Wu, Yunhan
Methodology
Small area estimation (SAE) is a common endeavor and is used in a variety of disciplines. In low- and middle-income countries (LMICs), in which household surveys provide the most reliable and timely source of data, SAE is vital for highlighting disparities in health and demographic indicators. Weighted estimators are ideal for inference, but for fine geographical partitions in which there are insufficient data, SAE models are required. The most common approach is Fay-Herriot area-level modeling in which the data requirements are a weighted estimate and an associated variance estimate. The latter can be undefined or unstable when data are sparse and so we propose a principled modification which is based on augmenting the available data with a prior sample from a hypothetical survey. This adjustment is generally available, respects the design and is simple to implement. We examine the empirical properties of the adjustment through simulation and illustrate its use with wasting data from a 2018 Zambian Demographic and Health Survey. The modification is implemented as an automatic remedy in the R package surveyPrev, which provides a comprehensive suite of tools for conducing SAE in LMICs.
title Automatic Variance Adjustment for Small Area Estimation
topic Methodology
url https://arxiv.org/abs/2602.14387