Estimaing the Fay–Herriot Model in stata

[Javier Escobal]

Hi All,

I wonder if somebody has estimated the Fay–Herriot Model in stata. This is a random effect model used to obtain small area estimates.

Thanks in advance for your help

Javier

Reference
Fay, R.E. and Herriot, R.A. (1979). Estimation of income from small places: An application of James-Stein procedures to census data. Journal of the American Statistical Association 74, 269-277.