2023/01/31 by Lorenzo Mori, Mori, Lorenzo, Maria Rosaria Ferrante +1
Economics, Econometrics and Finance · Social Sciences · #Applications (stat.AP) #FOS: Computer and information sciences #Housing Market and Economics #Methodology (stat.ME) #Regional Economics and Spatial Analysis #Urban, Neighborhood, and Segregation Studies
paper · pdf · doi:10.48550/arxiv.2302.00108
openalex publication_date 2023/01/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We propose a Small Area Estimation model based on Generalized Additive Models for Location, Scale and Shape (SAE-GAMLSS), for the estimation of household economic indicators. SAE-GAMLSS release the exponential family distributional assumption and allow each distributional parameter to depend on covariates. A bootstrap approach to estimate MSE is proposed. The SAE-GAMLSS estimator shows a largely better performance than the well-known EBLUP, under various simulated scenarios. Based on SAE-GAMLSS per-capita consumption of Italian and foreign households in Italian regions, in urban and rural areas, is estimated. Results show that the well-known Italian North-South divide does not hold for foreigners.