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sae2

Small Area Estimation: Time-Series Models

Time series area-level models for small area estimation. The package supplements the functionality of the sae package. Specifically, it includes EBLUP fitting of the Rao-Yu model in the original form without a spatial component. The package also offers a modified ("dynamic") version of the Rao-Yu model, replacing the assumption of stationarity. Both univariate and multivariate applications are supported. Of particular note is the allowance for covariance of the area-level sample estimates over time, as encountered in rotating panel designs such as the U.S. National Crime Victimization Survey or present in a time-series of 5-year estimates from the American Community Survey. Key references to the methods include J.N.K. Rao and I. Molina (2015, ISBN:9781118735787), J.N.K. Rao and M. Yu (1994) <doi:10.2307/3315407>, and R.E. Fay and R.A. Herriot (1979) <doi:10.1080/01621459.1979.10482505>.

Versions across snapshots

VersionRepositoryFileSize
1.2-2 rolling linux/jammy R-4.5 sae2_1.2-2.tar.gz 142.3 KiB
1.2-2 rolling linux/noble R-4.5 sae2_1.2-2.tar.gz 142.4 KiB
1.2-2 rolling source/ R- sae2_1.2-2.tar.gz 26.9 KiB
1.2-2 latest linux/jammy R-4.5 sae2_1.2-2.tar.gz 142.3 KiB
1.2-2 latest linux/noble R-4.5 sae2_1.2-2.tar.gz 142.4 KiB
1.2-2 latest source/ R- sae2_1.2-2.tar.gz 26.9 KiB
1.2-2 2026-04-26 source/ R- sae2_1.2-2.tar.gz 26.9 KiB
1.2-2 2026-04-23 source/ R- sae2_1.2-2.tar.gz 26.9 KiB
1.2-2 2026-04-09 windows/windows R-4.5 sae2_1.2-2.zip 144.5 KiB
1.2-1 2025-04-20 source/ R- sae2_1.2-1.tar.gz 25.6 KiB

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