We propose a Small Area Estimation model based on Generalized Additive Models for Location, Scale and Shape (SAE-GAMLSS), for the estimation of household economic indicators. SAE-GAMLSS release the exponential family distributional assumption and allow each distributional parameter to depend on covariates. A bootstrap approach to estimate MSE is proposed. The SAE-GAMLSS estimator shows a largely better performance than the well-known EBLUP, under various simulated scenarios. Based on SAE-GAMLSS per-capita consumption of Italian and foreign households in Italian regions, in urban and rural areas, is estimated. Results show that the well-known Italian North-South divide does not hold for foreigners.
翻译:我们提出了一种基于位置、尺度和形状的广义加性模型的小域估计(SAE-GAMLSS)模型,用于估算家庭经济指标。SAE-GAMLSS放宽了指数族分布假设,并允许每个分布参数依赖于协变量。提出了一个自举方法来估计均方误差。在各种模拟场景下,SAE-GAMLSS估计量表现出远优于知名EBLUP的性能。基于SAE-GAMLSS,我们估算了意大利各地区城乡地区意大利和外国家庭的人均消费。结果表明,众所周知的意大利南北差异在外国人中并不成立。