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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 original Rao-Yu model, which in the original form did not have 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: 1.2-1
Depends: R (≥ 2.14.0), MASS, survey, stats
Suggests: sae
Published: 2023-08-23
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
CRAN checks: sae2 results

Documentation:

Reference manual: sae2.pdf

Downloads:

Package source: sae2_1.2-1.tar.gz
Windows binaries: r-devel: sae2_1.2-1.zip, r-release: sae2_1.2-1.zip, r-oldrel: sae2_1.2-1.zip
macOS binaries: r-release (arm64): sae2_1.2-1.tgz, r-oldrel (arm64): sae2_1.2-1.tgz, r-release (x86_64): sae2_1.2-1.tgz, r-oldrel (x86_64): sae2_1.2-1.tgz
Old sources: sae2 archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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