• 제목/요약/키워드: Auxiliary Variables

검색결과 97건 처리시간 0.018초

Generalized Multi-Phase Multivariate Ratio Estimators for Partial Information Case Using Multi-Auxiliary Vatiables

  • Ahmad, Zahoor;Hanif, Muhammad;Ahmad, Munir
    • Communications for Statistical Applications and Methods
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    • 제17권5호
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    • pp.625-637
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    • 2010
  • In this paper we propose generalized multi-phase multivariate ratio estimators in the presence of multiauxiliary variables for estimating population mean vector of variables of interest. Some special cases have been deduced from the suggested estimator in the form of remarks. The expressions for mean square errors of proposed estimators have also been derived. The suggested estimators are theoretically compared and an empirical study has also been conducted.

Pliable regression spline estimator using auxiliary variables

  • Oh, Jae-Kwon;Jhong, Jae-Hwan
    • Communications for Statistical Applications and Methods
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    • 제28권5호
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    • pp.537-551
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    • 2021
  • We conducted a study on a regression spline estimator with a few pre-specified auxiliary variables. For the implementation of the proposed estimators, we adapted a coordinate descent algorithm. This was implemented by considering a structure of the sum of the residuals squared objective function determined by the B-spline and the auxiliary coefficients. We also considered an efficient stepwise knot selection algorithm based on the Bayesian information criterion. This was to adaptively select smoothly functioning estimator data. Numerical studies using both simulated and real data sets were conducted to illustrate the proposed method's performance. An R software package psav is available.

Comparison of Small Area Estimations by Sample Sizes

  • Kim, Jung-O;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.669-683
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    • 2006
  • Model-based methods are generally used for small area estimation. Recently Shin and Lee (2003) suggested a method which used spatial correlations between areas for data set including some auxiliary variables. However in case of absence of auxiliary variables, Direct estimator is used. Even though direct estimator is unbiased, the large variance of the estimator restricts the use for small area estimation. In this paper, we suggest new estimators which take into account spatial correlation when auxiliary variables are not available. We compared Direct estimator and the newly suggested estimators using MSE, MAE and MB.

A Dual Problem of Calibration of Design Weights Based on Multi-Auxiliary Variables

  • Al-Jararha, J.
    • Communications for Statistical Applications and Methods
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    • 제22권2호
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    • pp.137-146
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    • 2015
  • Singh (2013) considered the dual problem to the calibration of design weights to obtain a new generalized linear regression estimator (GREG) for the finite population total. In this work, we have made an attempt to suggest a way to use the dual calibration of the design weights in case of multi-auxiliary variables; in other words, we have made an attempt to give an answer to the concern in Remark 2 of Singh (2013) work. The same idea is also used to generalize the GREG estimator proposed by Deville and S$\ddot{a}$rndal (1992). It is not an easy task to find the optimum values of the parameters appear in our approach; therefore, few suggestions are mentioned to select values for such parameters based on a random sample. Based on real data set and under simple random sampling without replacement design, our approach is compared with other approaches mentioned in this paper and for different sample sizes. Simulation results show that all estimators have negligible relative bias, and the multivariate case of Singh (2013) estimator is more efficient than other estimators.

Efficient Use of Auxiliary Variables in Estimating Finite Population Variance in Two-Phase Sampling

  • Singh, Housila P.;Singh, Sarjinder;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • 제17권2호
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    • pp.165-181
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    • 2010
  • This paper presents some chain ratio-type estimators for estimating finite population variance using two auxiliary variables in two phase sampling set up. The expressions for biases and mean squared errors of the suggested c1asses of estimators are given. Asymptotic optimum estimators(AOE's) in each class are identified with their approximate mean squared error formulae. The theoretical and empirical properties of the suggested classes of estimators are investigated. In the simulation study, we took a real dataset related to pulmonary disease available on the CD with the book by Rosner, (2005).

Improved Exponential Estimator for Estimating the Population Mean in the Presence of Non-Response

  • Kumar, Sunil
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.357-366
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    • 2013
  • This paper defines an improvement for estimating the population mean of a study variable using auxiliary information and known values of certain population parameter(s), when there is a non-response in a study as well as on auxiliary variables. Under a simple random sampling without a replacement (SRSWOR) scheme, the mean square error (MSE) of all proposed estimators are obtained and compared with each other. Numerical illustration is also given.

Statistical micro matching using a multinomial logistic regression model for categorical data

  • Kim, Kangmin;Park, Mingue
    • Communications for Statistical Applications and Methods
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    • 제26권5호
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    • pp.507-517
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    • 2019
  • Statistical matching is a method of combining multiple sources of data that are extracted or surveyed from the same population. It can be used in situation when variables of interest are not jointly observed. It is a low-cost way to expect high-effects in terms of being able to create synthetic data using existing sources. In this paper, we propose the several statistical micro matching methods using a multinomial logistic regression model when all variables of interest are categorical or categorized ones, which is common in sample survey. Under conditional independence assumption (CIA), a mixed statistical matching method, which is useful when auxiliary information is not available, is proposed. We also propose a statistical matching method with auxiliary information that reduces the bias of the conventional matching methods suggested under CIA. Through a simulation study, proposed micro matching methods and conventional ones are compared. Simulation study shows that suggested matching methods outperform the existing ones especially when CIA does not hold.

Impact of Trend Estimates on Predictive Performance in Model Evaluation for Spatial Downscaling of Satellite-based Precipitation Data

  • Kim, Yeseul;Park, No-Wook
    • 대한원격탐사학회지
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    • 제33권1호
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    • pp.25-35
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    • 2017
  • Spatial downscaling with fine resolution auxiliary variables has been widely applied to predict precipitation at fine resolution from coarse resolution satellite-based precipitation products. The spatial downscaling framework is usually based on the decomposition of precipitation values into trend and residual components. The fine resolution auxiliary variables contribute to the estimation of the trend components. The main focus of this study is on quantitative analysis of impacts of trend component estimates on predictive performance in spatial downscaling. Two regression models were considered to estimate the trend components: multiple linear regression (MLR) and geographically weighted regression (GWR). After estimating the trend components using the two models,residual components were predicted at fine resolution grids using area-to-point kriging. Finally, the sum of the trend and residual components were considered as downscaling results. From the downscaling experiments with time-series Tropical Rainfall Measuring Mission (TRMM) 3B43 precipitation data, MLR-based downscaling showed the similar or even better predictive performance, compared with GWR-based downscaling with very high explanatory power. Despite very high explanatory power of GWR, the relationships quantified from TRMM precipitation data with errors and the auxiliary variables at coarse resolution may exaggerate the errors in the trend components at fine resolution. As a result, the errors attached to the trend estimates greatly affected the predictive performance. These results indicate that any regression model with high explanatory power does not always improve predictive performance due to intrinsic errors of the input coarse resolution data. Thus, it is suggested that the explanatory power of trend estimation models alone cannot be always used for the selection of an optimal model in spatial downscaling with fine resolution auxiliary variables.

보조 정보에 의한 이중적 로버스트 대체법 (Doubly Robust Imputation Using Auxiliary Information)

  • 박현아;전종우;나성룡
    • Communications for Statistical Applications and Methods
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    • 제18권1호
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    • pp.47-55
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    • 2011
  • 비대체와 회귀대체는 조사변수의 모형과 조사변수와 보조변수의 관계에 의존하며 모형이 성립되지 않는 경우 이들 대체법을 이용한 추정량의 불편성은 보장되지 않는다. 본 연구에서는 모형이 성립되지 않는 경우에도 추정량의 근사적 불편성이 성립되는 로버스트 대체법을 개발한다. 대체법 개발시 보조변수의 모수 정보를 이용하여 추정량의 효율 증대를 가져오게 한다. 모의실험을 실시하여 본 연구에 대한 이론적 결과의 타당성을 보인다.

단위 무응답 보정에서 보조변수의 선택에 관한 연구 (A Study on Auxiliary Variable Selection in Unit Nonresponse Calibration)

  • 손창균;홍기학;이기성
    • 응용통계연구
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    • 제16권1호
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    • pp.33-44
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    • 2003
  • 조사과정에서 필연적으로 발생하는 무응답을 보정하기 위해 보조정보를 사용해야 한다. 이 때, 이용 가능한 보조정보의 차원이 크면, 계산과정에서 많은 시간이 소요되며 데이터를 다루기가 매우 어렵다. 또한 추정량의 분산이 보조전보의 차원에 의존하기 때문에 과소추정의 문제가 발생한다. 이러한 문제를 해결하기 위해 무응답 보정에서 적절한 보조정보의 선택 방법을 제안하였고, 이에 대한 효율성을 모의실험을 통해 살펴보았다.