Malay Ghosh and Jon Rao have presented us with a well written exposition of the topic of small area estimation. The past literature has been de-cidedly influenced by linear modeling, and we see that clearly in their paper. There has also been a tendency to judge the performance of the estimation methods by concentrating on a single, arbitrary small area. In our comment, we shall discuss what opportunities there might be to expand the class of statistical models for small area data and to consider multivariate aspects of small area estimation.
History
Citation
Cressie, N. A. & Kaiser, M. S. (1994). Small-area estimation: an appraisal - Comment. Statistical Science, 9 (1), 76-80.