An official website of the United States government
United States Department of Labor
United States Department of Labor
The .gov means it's official.
Federal government websites often end in .gov or .mil. Before sharing sensitive information,
make sure you're on a federal government site.
The site is secure.
The
https:// ensures that you are connecting to the official website and that any
information you provide is encrypted and transmitted securely.
Office of Survey Methods Research
SHARE ON:
More Information
Published Year: 2010
Survey/Program(s): Current Employment Statistics (CES)
Catalog: Statistical Survey Paper
Download PDF
Robust Small Area Estimation Using a Mixture Model
Abstract
Different methods have been proposed in the small area estimation literature to deal with outliers in individual observations and in the area-level random effects. In this paper, we propose a new method based on a scale mixture of two normal distributions. Using a simulation study, we compare the performance of a few recently proposed robust small area estimators and our proposed estimator based on a mixture distribution. We then compare the proposed method with the existing methods to estimate monthly employment changes in the metropolitan statistical areas using data from the Current Employment Statistics Survey conducted by the U.S. Bureau of Labor Statistics (BLS).