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saeHB.panel.beta
Several functions are provided for small area estimation at the area level using the hierarchical bayesian (HB) method with panel data under beta distribution for variable interest. This package also provides a dataset produced by data generation. The ‘rjags’ package is employed to obtain parameter estimates. Model-based estimators involve the HB estimators, which include the mean and the variation of the mean. For the reference, see Rao and Molina (2015, ISBN:978-1-118-73578-7).
Dian Rahmawati Salis, Azka Ubaidillah
Maintaner
Dian Rahmawati Salisdianrahmawatisalis03@gmail.com
Function
RaoYuAr1.beta()This function gives estimation of y using Hierarchical Bayesian Rao Yu Model under Beta distributionPanel.beta()This function gives estimation of y using Hierarchical Bayesian Rao Yu Model under Beta distribution when rho = 0
Installation
You can install the development version of saeHB.panel.beta from GitHub with:
# install.packages("devtools")
devtools::install_github("DianRahmawatiSalis/saeHB.panel.beta")
#> Skipping install of 'saeHB.panel.beta' from a github remote, the SHA1 (fe67bb61) has not changed since last install.
#> Use `force = TRUE` to force installationExample
This is a basic example which shows you how to solve a common problem:
library(saeHB.panel.beta)
data("dataPanelbeta")
dataPanelbeta <- dataPanelbeta[1:25,] #for the example only use part of the dataset
formula <- ydi~xdi1+xdi2
area <- max(dataPanelbeta[,2])
period <- max(dataPanelbeta[,3])
result<-Panel.beta(formula,area=area, period=period ,iter.mcmc = 10000,thin=5,burn.in = 1000,data=dataPanelbeta)
#> Compiling model graph
#> Resolving undeclared variables
#> Allocating nodes
#> Graph information:
#> Observed stochastic nodes: 25
#> Unobserved stochastic nodes: 62
#> Total graph size: 359
#>
#> Initializing model
#>
#> Compiling model graph
#> Resolving undeclared variables
#> Allocating nodes
#> Graph information:
#> Observed stochastic nodes: 25
#> Unobserved stochastic nodes: 62
#> Total graph size: 359
#>
#> Initializing model
#>
#> Compiling model graph
#> Resolving undeclared variables
#> Allocating nodes
#> Graph information:
#> Observed stochastic nodes: 25
#> Unobserved stochastic nodes: 62
#> Total graph size: 359
#>
#> Initializing modelExtract area mean estimation
result$Est
#> MEAN SD 2.5% 25% 50% 75% 97.5%
#> mu[1,1] 0.9745402 0.02043167 0.9242318 0.9671592 0.9798158 0.9874685 0.9962959
#> mu[2,1] 0.9529850 0.03378111 0.8687035 0.9391639 0.9606148 0.9762169 0.9920275
#> mu[3,1] 0.9416476 0.04334522 0.8257088 0.9271068 0.9515223 0.9695644 0.9886169
#> mu[4,1] 0.9707650 0.02343253 0.9100078 0.9631909 0.9768535 0.9858918 0.9956301
#> mu[5,1] 0.9392371 0.05230504 0.7937674 0.9226590 0.9552521 0.9731984 0.9904665
#> mu[1,2] 0.9730519 0.02075604 0.9151144 0.9651103 0.9784012 0.9872296 0.9955669
#> mu[2,2] 0.9644632 0.02716892 0.8916524 0.9553131 0.9715651 0.9825200 0.9941719
#> mu[3,2] 0.9190929 0.05909138 0.7582093 0.8974757 0.9337880 0.9586956 0.9846804
#> mu[4,2] 0.9806928 0.01626167 0.9376644 0.9753268 0.9851461 0.9914809 0.9977165
#> mu[5,2] 0.9414686 0.04347486 0.8300576 0.9253633 0.9528456 0.9703039 0.9899214
#> mu[1,3] 0.9727516 0.02296491 0.9084448 0.9653176 0.9785098 0.9877710 0.9961441
#> mu[2,3] 0.8650717 0.08258513 0.6512432 0.8283691 0.8813968 0.9243896 0.9664624
#> mu[3,3] 0.9547238 0.03083291 0.8773217 0.9424085 0.9616815 0.9760577 0.9921776
#> mu[4,3] 0.9604722 0.02744216 0.8909641 0.9491892 0.9671605 0.9790931 0.9939556
#> mu[5,3] 0.9185326 0.05607900 0.7741958 0.8964084 0.9307007 0.9567351 0.9842448
#> mu[1,4] 0.9584364 0.03167149 0.8737031 0.9456576 0.9671949 0.9791662 0.9929711
#> mu[2,4] 0.9360060 0.04438870 0.8225671 0.9184701 0.9461601 0.9665405 0.9865605
#> mu[3,4] 0.9350573 0.04267082 0.8231444 0.9169837 0.9452816 0.9656088 0.9877537
#> mu[4,4] 0.9774635 0.01875693 0.9297391 0.9713515 0.9826057 0.9896004 0.9971276
#> mu[5,4] 0.8457488 0.10996071 0.5617364 0.8037121 0.8748879 0.9238268 0.9705472
#> mu[1,5] 0.9700137 0.02447969 0.9072987 0.9622983 0.9762001 0.9854658 0.9954380
#> mu[2,5] 0.8870202 0.07028000 0.7023668 0.8552202 0.9036043 0.9369899 0.9772847
#> mu[3,5] 0.9605815 0.03019414 0.8833168 0.9502352 0.9675795 0.9797505 0.9936401
#> mu[4,5] 0.9366477 0.04333110 0.8299269 0.9170241 0.9469230 0.9665555 0.9886723
#> mu[5,5] 0.8613721 0.08544666 0.6459957 0.8197358 0.8803638 0.9229781 0.9675223Extract coefficient estimation
result$coefficient
#> Mean SD 2.5% 25% 50% 75% 97.5%
#> b[0] 1.932909 0.3961688 1.1738158 1.6717925 1.933390 2.195974 2.704684
#> b[1] 1.188665 0.5270641 0.1656371 0.8391137 1.179424 1.531993 2.244406
#> b[2] 1.206062 0.4730080 0.3134756 0.8882160 1.197545 1.528039 2.165126Extract area random effect variance
result$refVar
#> [1] 0.5076331Extract MSE
MSE_HB<-result$Est$SD^2
summary(MSE_HB)
#> Min. 1st Qu. Median Mean 3rd Qu. Max.
#> 0.0002644 0.0005993 0.0011412 0.0023440 0.0027358 0.0120914Extract RSE
RSE_HB<-sqrt(MSE_HB)/result$Est$MEAN*100
summary(RSE_HB)
#> Min. 1st Qu. Median Mean 3rd Qu. Max.
#> 1.658 2.524 3.545 4.626 5.569 13.002Extract convergence diagnostic using geweke test
result$convergence.test
#> b[0] b[1] b[2]
#> Z-score 0.7387093 0.1672595 1.760278References
- Rao, J.N.K & Molina. (2015). Small Area Estimation 2nd Edition. New York: John Wiley and Sons, Inc.
- Torabi, M., & Shokoohi, F. (2012). Likelihood inference in small area estimation by combining time-series and cross-sectional data. Journal of Multivariate Analysis, 111, 213–221. https://doi.org/10.1016/j.jmva.2012.05.016