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sae2  

Small Area Estimation: Time-Series Models
View on CRAN: Click here


Download and install sae2 package within the R console
Install from CRAN:
install.packages("sae2")

Install from Github:
library("remotes")
install_github("cran/sae2")

Install by package version:
library("remotes")
install_version("sae2", "1.2-2")



Attach the package and use:
library("sae2")
Maintained by
Robert Fay
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-01-26
Latest Update: 2025-09-03
Description:
Time series area-level models for small area estimation. The package supplements the functionality of the sae package. Specifically, it includes EBLUP fitting of the original Rao-Yu model, which in the original form did not have a spatial component. The package also offers a modified ('dynamic') version of the Rao-Yu model, replacing the assumption of stationarity. Both univariate and multivariate applications are supported. Of particular note is the allowance for covariance of the area-level sample estimates over time, as encountered in rotating panel designs such as the U.S. National Crime Victimization Survey or present in a time-series of 5-year estimates from the American Community Survey. Key references to the methods include J.N.K. Rao and I. Molina (2015, ISBN:9781118735787), J.N.K. Rao and M. Yu (1994) , and R.E. Fay and R.A. Herriot (1979) .
How to cite:
Robert Fay (2015). sae2: Small Area Estimation: Time-Series Models. R package version 1.2-2, https://cran.r-project.org/web/packages/sae2. Accessed 05 Mar. 2026.
Previous versions and publish date:
0.1-1 (2015-01-26 12:23), 1.0-1 (2019-07-22 06:20), 1.2-1 (2023-08-23 11:10)
Other packages that cited sae2 R package
View sae2 citation profile
Other R packages that sae2 depends, imports, suggests or enhances
Complete documentation for sae2
Functions, R codes and Examples using the sae2 R package
Some associated functions: dynRYfit . eblupDyn . geo_ratios . mvrnormSeries . sae2-package . vcovgen . 
Some associated R codes: Gamma_u_f.R . Gamma_v_f.R . dynRYfit.R . eblupDyn.R . eblupRY.R . geo_ratios.R . mvrnormSeries.R . orth_c.R . vcovgen.R .  Full sae2 package functions and examples
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