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Non-Parametric Small Area Estimation Using Penalized Spline Regression

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Opsomer, J. D., Claeskens, G., Ranalli, M. G., Kauermann, G., Breidt, F. J.·2008·Journal of the Royal Statistical Society Series B: Statistical Methodology

Abstract

Summary: The paper proposes a small area estimation approach that combines small area random effects with a smooth, non-parametrically specified trend. By using penalized splines as the representation for the non-parametric trend, it is possible to express the non-parametric small area estimation problem as a mixed effect model regression. The resulting model is readily fitted by using existing model fitting approaches such as restricted maximum likelihood. We present theoretical results on the prediction mean-squared error of the estimator proposed and on likelihood ratio tests for random effects, and we propose a simple non-parametric bootstrap approach for model inference and estimation of the small area prediction mean-squared error. The applicability of the method is demonstrated on a survey of lakes in north-eastern USA.

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Metadata

Authors
Opsomer, J. D., Claeskens, G., Ranalli, M. G., Kauermann, G., & Breidt, F. J.
Venue
Journal of the Royal Statistical Society Series B: Statistical Methodology
Published
2008-01-04
Volume
70
Issue
1
Pages
265-286
ISSN
  • 1369-7412 (ISSN-L)
  • 1467-9868
OpenAlex
W1813834185
Cited by
196
References
0
FWCI
12.42
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Non-Parametric Small Area Estimation Using Penalized Spline Regression. https://app.cochat.ai/papers/10.1111/j.1467-9868.2007.00635.x
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Opsomer, J. D., Claeskens, G., Ranalli, M. G., Kauermann, G., & Breidt, F. J. (2008). Non-Parametric Small Area Estimation Using Penalized Spline Regression. Journal of the Royal Statistical Society Series B: Statistical Methodology. https://doi.org/10.1111/j.1467-9868.2007.00635.x

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