世界银行-地方福利的非正态经验贝叶斯预测（英）

Policy Research Working Paper11107Non-Normal Empirical Bayes Prediction of Local WelfareChris Elbers Roy van der WeideDevelopment Economics Development Research GroupApril 2025 Public Disclosure AuthorizedPublic Disclosure AuthorizedPublic Disclosure AuthorizedPublic Disclosure AuthorizedProduced by the Research Support TeamAbstractThe Policy Research Working Paper Series disseminates the findings of work in progress to encourage the exchange of ideas about development issues. An objective of the series is to get the findings out quickly, even if the presentations are less than fully polished. The papers carry the names of the authors and should be cited accordingly. The findings, interpretations, and conclusions expressed in this paper are entirely those of the authors. They do not necessarily represent the views of the International Bank for Reconstruction and Development/World Bank and its affiliated organizations, or those of the Executive Directors of the World Bank or the governments they represent.Policy Research Working Paper 11107Estimates of the area- and household idiosyncratic error distributions from household income and consumption regression models across 142 household surveys from 16 different countries, the type of models that underpin pov-erty maps, points to significant deviations from normality. Accounting for non-normality in Empirical Best estimation of local welfare is found to increase precision relative to normal-Empirical Best estimation. Although the gains in precision range between meaningful and marginal, it is always positive. Given that non-normal-Empirical Best estimation is furthermore easy to implement, there is no downside to using it.This paper is a product of the Development Research Group, Development Economics. It is part of a larger effort by the World Bank to provide open access to its research and make a contribution to development policy discussions around the world. Policy Research Working Papers are also posted on the Web at http://www.worldbank.org/prwp. The authors may be contacted at rvanderweide@worldbank.org. Non-Normal Empirical Bayes Prediction of Local WelfareChris Elbers and Roy van der Weide**Chris Elbers (c.t.m.elbers@vu.nl) is at VU University Amsterdam and the Tinbergen Institute. Roy van der Weide (rvanderweide@worldbank.org) is at the World Bank. We gratefully acknowledge financial support from VU University Amsterdam and the World Bank’s Knowledge for Change Program (KCP II). A thank you also goes to Stephen Haslett, Peter Lanjouw, Isabel Molina, and David Newhouse for providing comments on earlier versions of this paper.1IntroductionElbers et al. (2003; henceforward ELL) have popularized the estimation of poverty and inequal-ity at the small area level, also referred to as “poverty mapping”.1 Poverty here measures theshare of individuals whose income or consumption falls below a given poverty line. Collectinghousehold income and consumption data is expensive. This is particularly tru