The Annals of Applied Statistics
- Ann. Appl. Stat.
- Volume 3, Number 1 (2009), 199-221.
Bayesian model comparison and model averaging for small-area estimation
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.
Ann. Appl. Stat. Volume 3, Number 1 (2009), 199-221.
First available in Project Euclid: 16 April 2009
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Aitkin, Murray; Liu, Charles C.; Chadwick, Tom. Bayesian model comparison and model averaging for small-area estimation. Ann. Appl. Stat. 3 (2009), no. 1, 199--221. doi:10.1214/08-AOAS205. https://projecteuclid.org/euclid.aoas/1239888368