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A Partial Fay-Herriot model for Small Area Estimation: Estimating district-level consumption in Mozambique
This paper proposes a new small area estimation approach that integrates Partial Least Squares within the Fay-Herriot model to address the challenges posed by high-dimensional and highly correlated auxiliary variables sets. The resulting Partial Fay-Herriot (PFH) estimator constructs supervised comp
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