A Fay–Herriot model when auxiliary variables are measured with error

On the Use of Aggregate Survey Data for Estimating Regional Major Depressive Disorder Prevalence

Major depression is a severe mental disorder that is associated with strongly increased mortality. The quantification of its prevalence on regional levels represents an important indicator for public health reporting. In addition to that, it marks a crucial basis for further explorative studies regarding environmental determinants of the condition. However, assessing the distribution of major depression in the population is challenging. The topic is highly sensitive, and national statistical institutions rarely have administrative records on this matter. Published prevalence figures as well as available auxiliary data are typically derived from survey estimates. These are often subject to high uncertainty due to large sampling variances and do not allow for sound regional analysis. We propose a new area-level Poisson mixed model that accounts for measurement errors in auxiliary data to close this gap. We derive the empirical best predictor under the model and present a parametric bootstrap estimator for the mean squared error. A method of moments algorithm for consistent model parameter estimation is developed. Simulation experiments are conducted to show the effectiveness of the approach. The methodology is applied to estimate the major depression prevalence in Germany on regional levels crossed by sex and age groups.

A measurement error Rao–Yu model for regional prevalence estimation over time using uncertain data obtained from dependent survey estimates

The assessment of prevalence on regional levels is an important element of public health reporting. Since regional prevalence is rarely collected in registers, corresponding figures are often estimated via small area estimation using suitable health data. However, such data are frequently subject to uncertainty as values have been estimated from surveys. In that case, the method for prevalence estimation must explicitly account for data uncertainty to allow for reliable results. This can be achieved via measurement error models that introduce distribution assumptions on the noisy data. However, these methods usually require target and explanatory variable errors to be independent. This does not hold when data for both have been estimated from the same survey, which is sometimes the case in official statistics. If not accounted for, prevalence estimates can be severely biased. We propose a new measurement error model for regional prevalence estimation that is suitable for settings where target and explanatory variable errors are dependent. We derive empirical best predictors and demonstrate mean-squared error estimation. A maximum likelihood approach for model parameter estimation is presented. Simulation experiments are conducted to prove the effectiveness of the method. An application to regional hypertension prevalence estimation in Germany is provided.

The generalized equivalence of regularization and min–max robustification in linear mixed models

The connection between regularization and min–max robustification in the presence of unobservable covariate measurement errors in linear mixed models is addressed. We prove that regularized model parameter estimation is equivalent to robust loss minimization under a min–max approach. On the example of the LASSO, Ridge regression, and the Elastic Net, we derive uncertainty sets that characterize the feasible noise that can be added to a given estimation problem. These sets allow us to determine measurement error bounds without distribution assumptions. A conservative Jackknife estimator of the mean squared error in this setting is proposed. We further derive conditions under which min-max robust estimation of model parameters is consistent. The theoretical findings are supported by a Monte Carlo simulation study under multiple measurement error scenarios.

Small area estimation under a measurement error bivariate Fay–Herriot model

The bivariate Fay–Herriot model is an area-level linear mixed model that can be used for estimating the domain means of two correlated target variables. Under this model, the dependent variables are direct estimators calculated from survey data and the auxiliary variables are true domain means obtained from external data sources. Administrative registers do not always give good auxiliary variables, so that statisticians sometimes take them from alternative surveys and therefore they are measured with error. We introduce a variant of the bivariate Fay–Herriot model that takes into account the measurement error of the auxiliary variables and we give fitting algorithms to estimate the model parameters. Based on the new model, we introduce empirical best predictors of domain means and we propose a parametric bootstrap procedure for estimating the mean squared error. We finally give an application to estimate poverty proportions and gaps in the Spanish Living Condition Survey, with auxiliary information from the Spanish Labour Force Survey.