Selection model for domains across time: application to labour force survey by economic activities

This paper introduces a small area estimation approach that borrows strength across domains (areas) and time and is efficiently used to obtain labour force estimators by economic activity. Specifically, the data across time are used to select different models for each domain; such selection is done...

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Bibliographic Details
Published in:Test (Madrid, Spain) Spain), 2021-03, Vol.30 (1), p.228-254
Main Authors: Lombardía, María José, López-Vizcaíno, Esther, Rueda, Cristina
Format: Article
Language:English
Subjects:
Domains
Economic conditions
Economic models
Economics
Estimators
Finance
Insurance
Labor force
Management
Mathematics and Statistics
Original Paper
Statistical Theory and Methods
Statistics
Statistics for Business
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Summary:This paper introduces a small area estimation approach that borrows strength across domains (areas) and time and is efficiently used to obtain labour force estimators by economic activity. Specifically, the data across time are used to select different models for each domain; such selection is done with an aggregated mixed generalized Akaike information criterion statistic which is obtained using data across all time points and then is split into individual component for each domain. The approach makes a selection from different estimators, including the direct estimator, synthetic and mixed estimators derived from different models using auxiliary information. Results from several simulation experiments, some with original designs, show the good performance of the approach against standard small area approaches. In addition, it is shown the important practical advantages in the real application.
ISSN:1133-0686
1863-8260
DOI:10.1007/s11749-020-00712-4