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Variable selection problem for mixed effects model and its application to small area estimation

Research Project

Project/Area Number 16K17101
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Economic statistics
Research InstitutionChiba University

Principal Investigator

Kawakubo Yuki  千葉大学, 大学院社会科学研究院, 准教授 (80771881)

Project Period (FY) 2016-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2018: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2017: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2016: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Keywords小地域推定 / 情報量規準 / 経済統計学
Outline of Final Research Achievements

In this program, I mainly conducted the following two pieces of research in the variable selection problem for linear mixed model, which is used in small area estimation.
First, I considered the covariate shift situation, which is when the values of covariates in the model for prediction differ from those in the model for observed data. Under the covariate shift situation, I constructed a variable selection criterion for linear mixed model based on the conditional AIC. Second, I considered variable selection and estimation simultaneously to minimize the total mean squared prediction errors of the predictor. The derived method can be regarded as an extension of the observed best prediction (OBP) method.
I also conducted research related to small area estimation or mixed effects model.

Academic Significance and Societal Importance of the Research Achievements

本研究課題であげた研究成果は,線形混合モデルの変数選択における新しい手法を提案したものであり,また提案手法の理論的な性質についても議論している。ともに統計学分野の国際査読誌に掲載され,一定の学術的意義を認められたと言える。
またここであげた研究成果は,線形混合モデルを用いた統計手法に広く応用可能であるが,その中でも特に小地域推定と呼ばれる官庁統計における重要な課題への応用を強く意識して研究を行ってきた。小地域推定における実務での有用性という観点からも,社会的意義のある研究成果だと言える。

Report

(4 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Research-status Report
  • 2016 Research-status Report
  • Research Products

    (16 results)

All 2018 2017 2016 Other

All Int'l Joint Research (2 results) Journal Article (3 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 3 results) Presentation (10 results) (of which Int'l Joint Research: 6 results,  Invited: 1 results) Remarks (1 results)

  • [Int'l Joint Research] University of Georgia(米国)

    • Related Report
      2018 Annual Research Report
  • [Int'l Joint Research] University of Georgia(米国)

    • Related Report
      2016 Research-status Report
  • [Journal Article] Latent mixture modeling for clustered data2018

    • Author(s)
      Sugasawa Shonosuke、Kobayashi Genya、Kawakubo Yuki
    • Journal Title

      Statistics and Computing

      Volume: 29 Issue: 3 Pages: 537-548

    • DOI

      10.1007/s11222-018-9821-7

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A variant of AIC based on the Bayesian marginal likelihood2018

    • Author(s)
      Yuki Kawakubo, Tatsuya Kubokawa and Muni S. Srivastava
    • Journal Title

      Sankhya B

      Volume: 印刷中 Issue: 1 Pages: 60-84

    • DOI

      10.1007/s13571-018-0152-7

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Conditional Akaike information under covariate shift with application to small area estimation2018

    • Author(s)
      Yuki Kawakubo, Shonosuke Sugasawa and Tatsuya Kubokawa
    • Journal Title

      Canadian Journal of Statistics

      Volume: 印刷中 Issue: 2 Pages: 316-335

    • DOI

      10.1002/cjs.11354

    • Related Report
      2017 Research-status Report
    • Peer Reviewed
  • [Presentation] Small area estimation for grouped data2018

    • Author(s)
      Yuki Kawakubo
    • Organizer
      ISBA World Meeting
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Small area estimation for grouped data2018

    • Author(s)
      Yuki Kawakubo
    • Organizer
      Eastern Asia Chapter of ISBA
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Small area estimation for grouped data2018

    • Author(s)
      Yuki Kawakubo
    • Organizer
      Colloquium at Department of Statistics, University of Georgia
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 度数分布にもとづいた小地域推定2018

    • Author(s)
      川久保友超
    • Organizer
      計量経済学ワークショップ,慶應義塾大学経済研究所
    • Related Report
      2018 Annual Research Report
  • [Presentation] observed best prediction法による小地域推定2018

    • Author(s)
      川久保友超
    • Organizer
      ベイズ計量経済分析研究集会
    • Related Report
      2018 Annual Research Report
  • [Presentation] 小地域推定モデルの変数選択2018

    • Author(s)
      川久保友超
    • Organizer
      公的大規模データの利用におけるプライバシー保護の理論と応用
    • Related Report
      2018 Annual Research Report
  • [Presentation] Small area estimation for grouped data2017

    • Author(s)
      Yuki Kawakubo
    • Organizer
      Small Area Estimation 2017
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Small area estimation for grouped data2017

    • Author(s)
      Yuki Kawakubo
    • Organizer
      統計関連学会連合大会
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Small area estimation for grouped data2017

    • Author(s)
      Yuki Kawakubo
    • Organizer
      International Workshop on Bayesian Econometric Analysis
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Conditional Akaike information under covariate shift with application to small area prediction2016

    • Author(s)
      川久保友超
    • Organizer
      統計関連学会連合大会
    • Place of Presentation
      金沢大学
    • Year and Date
      2016-09-04
    • Related Report
      2016 Research-status Report
  • [Remarks] Yuki Kawakubo Home Page

    • URL

      https://sites.google.com/site/ykawakubostat/

    • Related Report
      2018 Annual Research Report

URL: 

Published: 2016-04-21   Modified: 2022-02-16  

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