Flexible domain prediction using mixed effects random forests

2022/01/26 by Krennmair, Patrick, Schmid, Timo · 1 citation
#Applications (stat.AP) #FOS: Computer and information sciences #Methodology (stat.ME)

paper · doi:10.48550/arxiv.2201.10933

Abstract

This paper promotes the use of random forests as versatile tools for estimating spatially disaggregated indicators in the presence of small area-specific sample sizes. Small area estimators are predominantly conceptualized within the regression-setting and rely on linear mixed models to account for the hierarchical structure of the survey data. In contrast, machine learning methods offer non-linear and non-parametric alternatives, combining excellent predictive performance and a reduced risk of model-misspecification. Mixed effects random forests combine advantages of regression forests with the ability to model hierarchical dependencies. This paper provides a coherent framework based on mixed effects random forests for estimating small area averages and proposes a non-parametric bootstrap estimator for assessing the uncertainty of the estimates. We illustrate advantages of our proposed methodology using Mexican income-data from the state Nuevo León. Finally, the methodology is evaluated in model-based and design-based simulations comparing the proposed methodology to traditional regression-based approaches for estimating small area averages.

Cited by

• Machine Learning Methods for Estimation in Official Statistics

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