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Flexible domain prediction using mixed effects random forests
Schmid, Timo; Krennmair, Patrick (2022): Flexible domain prediction using mixed effects random forests, in: Journal of the Royal Statistical Society. Series C, Applied statistics, London: Wiley-Blackwell, Jg. 71, Nr. 5, S. 1865–1894, doi: 10.1111/rssc.12600.
Faculty/Chair:
Author:
Title of the Journal:
Journal of the Royal Statistical Society. Series C, Applied statistics
ISSN:
1467-9876
0035-9254
Publisher Information:
Year of publication:
2022
Volume:
71
Issue:
5
Pages:
Language:
English
DOI:
Abstract:
This paper promotes the use of random forests as versatile tools for estimating spatially disaggregated indicators in the presence of small area-specific sample sizes. Small area estimators are predominantly conceptualised within the regression-setting and rely on linear mixed models to account for the hierarchical structure of the survey data. In contrast, machine learning methods offer non-linear and non-parametric alternatives, combining excellent predictive performance and a reduced risk of model-misspecification. Mixed effects random forests combine advantages of regression forests with the ability to model hierarchical dependencies. This paper provides a coherent framework based on mixed effects random forests for estimating small area averages and proposes a non-parametric bootstrap estimator for assessing the uncertainty of the estimates. We illustrate advantages of our proposed methodology using Mexican income-data from the state Nuevo León. Finally, the methodology is evaluated in model-based and design-based simulations comparing the proposed methodology to traditional regression-based approaches for estimating small area averages.
GND Keywords: ; ; ; ;
Waldgebiet
Amtliche Statistik
Nichtlineare Schätzung
Methode der partiellen kleinsten Quadrate
Regressionsanalyse
Keywords: ; ; ;
mean squared error
official statistics
small area estimation
tree-based methods
DDC Classification:
RVK Classification:
International Distribution:
Yes:
Type:
Article
Activation date:
December 23, 2022
Project(s):
Versioning
Question on publication
Permalink
https://fis.uni-bamberg.de/handle/uniba/57459