Discussion of the 2023 Hansen Lecture: “Model Selection and Its Important Roles in Surveys”

Abstract The 31st Morris Hansen Lecture gave a broad overview of some fundamental issues regarding the roles of statistical models in surveys, with an emphasis on a method of model selection known as the fence. This discussion provides some general lecture remarks and expands on the possible applicability of the fence methods in small area estimation. Unit-level and area-level small area estimation modeling illustrations are provided. A general variable selection framework for small area estimation is presented, along with recent application studies and ideas for expansion to include the fence methods.