sae2: Small Area Estimation: Time-Series Models
Time series area-level models for small area estimation.
The package supplements the functionality of the sae package. Specifically, it includes
EBLUP fitting of the Rao-Yu model in the original form without a spatial component.
The package also offers a modified ("dynamic") version of the Rao-Yu model, replacing
the assumption of stationarity. Both univariate and multivariate applications are
supported. Of particular note is the allowance for covariance of the area-level sample
estimates over time, as encountered in rotating panel designs such as the U.S. National
Crime Victimization Survey or present in a time-series of 5-year estimates from the
American Community Survey. Key references to the methods include
J.N.K. Rao and I. Molina (2015, ISBN:9781118735787),
J.N.K. Rao and M. Yu (1994) <doi:10.2307/3315407>, and
R.E. Fay and R.A. Herriot (1979) <doi:10.1080/01621459.1979.10482505>.
| Version: |
1.2-2 |
| Depends: |
R (≥ 2.14.0), MASS, survey, stats |
| Suggests: |
sae |
| Published: |
2025-08-26 |
| DOI: |
10.32614/CRAN.package.sae2 |
| Author: |
Robert Fay [aut, cre],
Mamadou Diallo [aut] |
| Maintainer: |
Robert Fay <bobfay at hotmail.com> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
sae2 results |
Documentation:
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