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Flexible domain prediction using mixed effects random forests
Schmid, Timo; Krennmair, Patrick (2023): Flexible domain prediction using mixed effects random forests, in: Bamberg: Otto-Friedrich-Universität, Jg. 71, Nr. 5, S. 1865–1894.
Faculty/Chair:
Author:
Publisher Information:
Year of publication:
2023
Volume:
71
Issue:
5
Pages:
Source/Other editions:
Journal of the Royal Statistical Society. Series C, Applied statistics, 71 (2022), 5, S. 1865-1894 - ISSN: 1467-9876
Year of first publication:
2022
Language:
English
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
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Peer Reviewed:
Yes:
International Distribution:
Yes:
Open Access Journal:
Yes:
Type:
Article
Activation date:
February 17, 2023
Project(s):
Permalink
https://fis.uni-bamberg.de/handle/uniba/58270