Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/206641 
Year of Publication: 
2019
Series/Report no.: 
SOEPpapers on Multidisciplinary Panel Data Research No. 1055
Publisher: 
Deutsches Institut für Wirtschaftsforschung (DIW), Berlin
Abstract: 
There is a huge interest in deriving and comparing socio-economic indicators across societal groups and domains. The indicators are usually derived from population surveys like the German Socio-Economic Panel (SOEP) by direct estimation. Small sample sizes in the domains can limit the precision of these estimates. For example, while SOEP may be a suitable database for determining mean income in Germany, it is unclear whether this also applies to smaller domains (for example, women in Berlin). Here we show SOEP-based applications of Stata's fayherriot package (Halbmeier et al., 2019). This package implements the Fay-Herriot model (Fay and Herriot, 1979), a small-area estimation technique designed to improve the precision of domain-level direct estimates using domain-level covariates from auxiliary datasets.
Subjects: 
Disaggregated indicators
Small area estimation
Fay-Herriot model
Socio-Economic Panel
JEL: 
C13
C31
C51
C87
Document Type: 
Working Paper

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