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Full-Text Articles in Engineering
The Effect Of Different Rotation Patterns On The Revisions Of Trend Estimates, David G. Steel, Craig H. Mclaren
The Effect Of Different Rotation Patterns On The Revisions Of Trend Estimates, David G. Steel, Craig H. Mclaren
Professor David Steel
The X11 and X11ARIMA procedures are widely used to produce seasonally adjusted and trend estimates from time series obtained from sample surveys. The surveys are often based on designs in which there is sample overlap between different periods. The degree of overlap is determined by the pattern of inclusion of selected units over time, i.e., the rotation pattern. An important issue in analysing the series is that trend estimates at the end of the series are revised as estimates for recent periods are added. This article considers the effects of different rotation patterns on the mean squared error of the …
Contextual Effects In Modeling For Small Domain Estimation, Mohammad-Reza Namazi-Rad, David G. Steel
Contextual Effects In Modeling For Small Domain Estimation, Mohammad-Reza Namazi-Rad, David G. Steel
Professor David Steel
Many different Small Area Estimation (SAE) methods have been proposed to overcome the challenge of findingreliable estimates for small domains. Often, the required data for various research purposes are available at differentlevels of aggregation. Based on the available data, individual-level or aggregated-level models are used in SAE.However, parameter estimates obtained from individual and aggregated level analysis may be different, in practice.This may happen due to some substantial contextual or area-level effects in the covariates which may be misspecifiedin individual-level analysis. If small area models are going to be interpretable in practice, possible contextualeffects should be included. Ignoring these effects leads …