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March 2009 Bayesian model comparison and model averaging for small-area estimation
Murray Aitkin, Charles C. Liu, Tom Chadwick
Ann. Appl. Stat. 3(1): 199-221 (March 2009). DOI: 10.1214/08-AOAS205


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. "Bayesian model comparison and model averaging for small-area estimation." Ann. Appl. Stat. 3 (1) 199 - 221, March 2009.


Published: March 2009
First available in Project Euclid: 16 April 2009

zbMATH: 1160.62021
MathSciNet: MR2668705
Digital Object Identifier: 10.1214/08-AOAS205

Keywords: Cancer rates , deviance distributions , deviance information criterion , model averaging , model choice , posterior shrinkage , small-area estimation

Rights: Copyright © 2009 Institute of Mathematical Statistics

Vol.3 • No. 1 • March 2009
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