Title: “Small Area Estimation on a National Scale”
Abstract: There is a vast literature on small area estimation. Our contribution
has been to apply this work on a national scale, for example for the 2011 Skills for Life Survey.
Currently, we are developing simple Hamiltonian McMC algorithms on a GPU equipped machine in order to fit models with large numbers of random effects in order that we can deal with household structure in the survey data as well as incorporating random effects that respect the survey
design. The auxiliary variables (largely drawn from the census) are only
available in limited aggregate form, typically in no more than three or
four way tables. We describe methods for simulating census data from
mixtures of graphical models fitted to the released census data which are combined with the survey models to yield small area predictions with a full accounting for uncertainty in the prediction process.

Joint work with Alex Gibson and Piyush Dharnadharka