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arXiv · 0905.3620

Bayesian model comparison and model averaging for small-area estimation

Murray Aitkin·Charles C. Liu·Tom Chadwick
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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.

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Murray Aitkin, Charles C. Liu, Tom Chadwick. 2009-05-22. Bayesian model comparison and model averaging for small-area estimation. https://doi.org/10.1214/08-aoas205

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