Model selection for small area estimation in repeated surveys

Many surveys are repeated at regular intervals to monitor temporal change in quantities of social or economic importance. When small area estimation methods are applied in such settings, the question arises of which models to use. Model selection techniques are used to identify an optimal set of covariates from a larger set of candidates.In the context of repeated surveys the question arises how to select a model for small area predictions that are comparable over time. To this end, this paper presents and compares four approaches to model selection for repeated surveys. Consecutive editions of the Dutch crime victimization survey are used as a case study.