Bayesian model comparison and model averaging for small-area estimation
Authors:
- Murray AitkinMAMurray Aitkin
- Charles C. LiuCLCharles C. Liu
- Tom ChadwickTCTom Chadwick
Open Access
- 1 March 2009
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Statistics
- Vol. 3 (1) , 199-221
Abstract
This paper considers small-area estimation with lung cancer mortality data, and discusses the choice of upper-level model for the variation over areas. Inference about the random effects for the areas may depend strongly on the choice of this model, but this choice is not a straightforward matter. We give a general methodology for both evaluating the data evidence for different models and averaging over plausible models to give robust area effect distributions. We reanalyze the data of Tsutakawa [Biometrics 41 (1985) 69–79] on lung cancer mortality rates in Missouri cities, and show the differences in conclusions about the city rates from this methodology.Keywords
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