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2nd Annual Probability and Statistics Day at UMBC
FUNDED BY NATIONAL SECURITY AGENCY
Department of Mathematics and Statistics
University of Maryland, Baltimore County
Friday, April 25, 2008
Saturday, April 26, 2008 |
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Workshop on Small Area Estimation
Friday, April 25, 2008
2:00 pm - 5:00 pm
Lecture Hall 7, ITE
Registration is required! (See Below)
For a copy of the workshop flyer, click here.
Instructor: Professor Malay Ghosh, Distinguished Professor, University of Florida
Lecture 1. AN INTRODUCTION TO SMALL AREA ESTIMATION
Outline:
- Definition and Motivation
- Examples
- Synthetic and Composite Estimation (Without Auxiliary Information)
- Synthetic and Composite Estimation (With Auxiliary Information)
- Bayesian Interpretation of Composite Estimators
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Lecture 2. RANDOM EFFECTS MODELS
Outline:
- Empirical BLUP and Empirical Bayes
- Mean Squared Error Approximations
- An Example-- Estimation of Median Income of Four-Person Families
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Lecture 3. HIERARCHICAL BAYESIAN MODELS
Outline:
- Hierarchical Versus Empirical Bayes : A Comparison
- An Illustrative Example
- A Hierarchical Bayesian Model for Small Area Estimation
- Estimation of Median Income of Four-Person Families : A Multivariate Model
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