pith:ARFJIWA2
On Data Thinning for Model Validation in Small Area Estimation
Data thinning splits area-level survey estimates into independent training and test components to validate small area estimation models without external data.
arxiv:2604.04141 v3 · 2026-04-05 · stat.ME · math.ST · stat.AP · stat.TH
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We show that data thinning with these settings provides consistent and stable performance across heterogeneous sampling designs in design-based simulations using American Community Survey microdata.
The thinned training and test components remain independent and that performance metrics on the thinned training component can be meaningfully related to full-data metrics despite targeting a different quantity, with the gap varying by model complexity.
Data thinning splits area-level observations to enable out-of-sample validation of Fay-Herriot models, with recommendations for thinning parameters that balance bias and variance for stable model comparison.
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| First computed | 2026-06-19T16:12:05.755637Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
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Canonical record JSON
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