SPMS 2018

Session

Small area estimation

Jun 22, 2018, 9:00 AM

Sokol Dobřichovice

Conveners

Small area estimation

• Jiří Franc (Department of Mathematics, FNSPE Czech Technical University in Prague)

31. An application of gamma mixed models to small area estimation

Tomáš Hobza (Department of Mathematics, FNSPE Czech Technical University in Prague)

6/22/18, 9:00 AM

Average incomes and poverty proportions are additive parameters obtained as averages of a given function of an income variable. As the variable income has an asymmetric distribution, it is not properly modeled via normal distributions. When dealing with this type of variables, a first option is to apply transformations that approach normality. A second option is to use non-symmetric...

19. Area-Level Gamma Mixed Model

Ondřej Faltys (Department of Mathematics, FNSPE Czech Technical University in Prague)

6/22/18, 9:25 AM

Area-level model with responses having conditionally the gamma distribution is introduced. It is a special kind of a generalized linear mixed effects model that can be useful in some applications involving only positive responses (e.g. in a financial sector). To obtain estimates of the regression parameters, the penalized quasi-likelihood (PQL) algorithm and ML Laplace approximation algorithm...

8. Mixed effect model for SAE

Tomáš Košlab (Department of Mathematics, FNSPE Czech Technical University in Prague)

6/22/18, 9:45 AM

One of the crucial parts of all models used in Small Area Estimation are the
effects of small areas. In general, these are modelled either by fixed or random
parameters. As the majority of research questions is posed on area level - such
as prediction of area means or finding a percentage of the population over/under
a specific threshold in every small area - the handling of area effects plays...

28. Asymptotic properties of the modified median estimator

Jana Novotná (Department of Mathematics, FNSPE Czech Technical University in Prague)

6/22/18, 10:05 AM

A theorem about asymptotic distribution of the modified median estimator for logistic regression models was published last year. One of the assumptions of this theorem is that the modified median estimator is the consistent estimator. Because this assumption has not been verified yet, two simulation experiments were carried out. In the first experiment consistency of the modified median...

13. Iterative Methods for Fast Reconstruction of Undersampled Dynamic Contrast-Enhanced MRI Data

Mr Hynek Walner (Department of Mathematics, FNSPE Czech Technical University in Prague)

6/22/18, 10:20 AM

This paper introduces new variational formulation for reconstruction from subsampled dynamic contrast-enhanced DCE-MRI data, that combines a data-driven approach using estimated temporal basis and total variation regularization (PCA TV). We also experimentally compare the performance of such model with two other state-of-the-art formulations. One models the shape of perfusion curves in time as...