Bayesian model comparison and model averaging for small-area estimation

Murray Aitkin, Charles C. Liu, Tom Chadwick

The Annals of Applied Statistics · 2009 · Volume 3 · Issue 1

Abstract

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.

Keywords

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

Enable JavaScript for citation tools and additional paper interactions.