A0494
Title: Conditional Akaike information under covariate shift with application to small area estimation
Authors: Yuki Kawakubo - Chiba University (Japan) [presenting]
Shonosuke Sugasawa - Keio University (Japan)
Tatsuya Kubokawa - Faculty of Economics University of Tokyo (Japan)
Abstract: The problem of selecting explanatory variables of fixed effects is considered in linear mixed models under covariate shift, which is when the values of covariates in the model for prediction differ from those in the model for observed data. We construct a variable selection criterion based on the conditional Akaike information. We focus especially on covariate shift in small area estimation and demonstrate the usefulness of the proposed criterion. In addition, numerical performance is investigated through simulations, one of which is a design-based simulation using a real dataset of land prices.
