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>.
