Bayesian model comparison and model averaging for small-area estimation

Details Bayesian model comparison and model averaging for small-area estimation Bayesian model comparison and model averaging for small-area estimation

2009-05-22

arxiv.org/abs/0905.3620v1

Annals of Applied Statistics 2009, Vol. 3, No. 1, 199-221

Statistics

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Published in at http://dx.doi.org/10.1214/08-AOAS205 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Ins

Scientific paper

10.1214/08-AOAS205

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.

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