• Title/Summary/Keyword: Unbiased estimator

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A study to improve the accuracy of the naive propensity score adjusted estimator using double post-stratification method (나이브 성향점수보정 추정량의 정확성 향상을 위한 이중 사후층화 방법 연구)

  • Leesu Yeo;Key-Il Shin
    • The Korean Journal of Applied Statistics
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    • v.36 no.6
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    • pp.547-559
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    • 2023
  • Proper handling of nonresponse in sample survey improves the accuracy of the parameter estimation. Various studies have been conducted to properly handle MAR (missing at random) nonresponse or MCAR (missing completely at random) nonresponse. When nonresponse occurs, the PSA (propensity score adjusted) estimator is commonly used as a mean estimator. The PSA estimator is known to be unbiased when known sample weights and properly estimated response probabilities are used. However, for MNAR (missing not at random) nonresponse, which is affected by the value of the study variable, since it is very difficult to obtain accurate response probabilities, bias may occur in the PSA estimator. Chung and Shin (2017, 2022) proposed a post-stratification method to improve the accuracy of mean estimation when MNAR nonresponse occurs under a non-informative sample design. In this study, we propose a double post-stratification method to improve the accuracy of the naive PSA estimator for MNAR nonresponse under an informative sample design. In addition, we perform simulation studies to confirm the superiority of the proposed method.

A study on sensitivity of representativeness indicator in survey sampling (표본 추출법에서 R-지수의 민감도에 관한 연구)

  • Lee, Yujin;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.69-82
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    • 2017
  • R-indicator (representativeness indicator) is used to check the representativeness of samples when non-responses occur. The representativeness is related with the accuracy of parameter estimator and the accuracy is related with bias of the estimator. Hence, unbiased estimator generates high accuracy. Therefore, high value of R-indicator guarantees the accuracy of parameter estimation with a small bias. R-indicator is calculated through propensity scores obtained by logit or probit modeling. In this paper we investigate the degree of relation between R-indicator and different non-response rates in strata using simulation studies. We also analyze a modified Korea Economic Census data for real data analysis.

Image Denoising for Metal MRI Exploiting Sparsity and Low Rank Priors

  • Choi, Sangcheon;Park, Jun-Sik;Kim, Hahnsung;Park, Jaeseok
    • Investigative Magnetic Resonance Imaging
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    • v.20 no.4
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    • pp.215-223
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    • 2016
  • Purpose: The management of metal-induced field inhomogeneities is one of the major concerns of distortion-free magnetic resonance images near metallic implants. The recently proposed method called "Slice Encoding for Metal Artifact Correction (SEMAC)" is an effective spin echo pulse sequence of magnetic resonance imaging (MRI) near metallic implants. However, as SEMAC uses the noisy resolved data elements, SEMAC images can have a major problem for improving the signal-to-noise ratio (SNR) without compromising the correction of metal artifacts. To address that issue, this paper presents a novel reconstruction technique for providing an improvement of the SNR in SEMAC images without sacrificing the correction of metal artifacts. Materials and Methods: Low-rank approximation in each coil image is first performed to suppress the noise in the slice direction, because the signal is highly correlated between SEMAC-encoded slices. Secondly, SEMAC images are reconstructed by the best linear unbiased estimator (BLUE), also known as Gauss-Markov or weighted least squares. Noise levels and correlation in the receiver channels are considered for the sake of SNR optimization. To this end, since distorted excitation profiles are sparse, $l_1$ minimization performs well in recovering the sparse distorted excitation profiles and the sparse modeling of our approach offers excellent correction of metal-induced distortions. Results: Three images reconstructed using SEMAC, SEMAC with the conventional two-step noise reduction, and the proposed image denoising for metal MRI exploiting sparsity and low rank approximation algorithm were compared. The proposed algorithm outperformed two methods and produced 119% SNR better than SEMAC and 89% SNR better than SEMAC with the conventional two-step noise reduction. Conclusion: We successfully demonstrated that the proposed, novel algorithm for SEMAC, if compared with conventional de-noising methods, substantially improves SNR and reduces artifacts.

Application of In-direct Estimation for Small Area Statistics (소지역 통계 생산을 위한 추정방법)

  • Kim, Young-Won;Sung, Na-Young
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.111-126
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    • 2000
  • Small area estimation is becoming important in survey sampling due to a growing demand for reliable small area statistics. In estimating means, totals, and other parameters for small areas of a finite population, samplie sizes for small areas are typically small because the overall sample size is usually determined to provide specific accuracy at a much higher level of aggregation than that of small area. The usual direct estimators that use the only information which is gotten from the sample in a given small area provide unreliable estimates. However, indirect estimators utilize the information from the areas related with a given small area, that is, borrow strength from other related areas, and so give more accurate estimates than direct estimators. In this paper we investigate small area estimation methods such as synthetic, composite and empirical best linear unbiased prediction estimator, and apply them to real domestic data which is from the Survey of Hotels and Restaurants in In-Chon as of 1996 and then evaluate the performance of these methods by measuring average squared errors. This evaluation shows that indirect estimators, which are small area estimation methods, are more efficient than direct estimator.

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A General Class of Estimators of the Population Mean in Survey Sampling Using Auxiliary Information with Sub Sampling the Non-Respondents

  • Singh, Housila P.;Kumar, Sunil
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.387-402
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    • 2009
  • In this paper we have considered the problem of estimating the population mean $\bar{Y}$ of the study variable y using auxiliary information in presence of non-response. Classes of estimators for $\bar{Y}$ in the presence of non-response on the study variable y only and complete response on the auxiliary variable x is available, have been proposed in different situations viz., (i) population mean $\bar{X}$ is known, (ii) when population mean $\bar{X}$ and variance $S^2_x$ are known; (iii) when population mean $\bar{X}$ is not known: and (iv) when both population mean $\bar{X}$ and variance $S^2_x$ are not known: single and two-phase (or double) sampling. It has been shown that various estimators including usual unbiased estimator and the estimators reported by Rao (1986), Khare and Srivastava (1993, 1995) and Tabasum and Khan (2006) are members of the proposed classes of estimators. The optimum values of the first phase sample size n', second phase sample size n and the sub sampling fraction 1/k have been obtained for the fixed cost and the fixed precision. To illustrate foregoing, we have carried out an empirical investigation to reflect the relative performance of all the potentially competing estimators including the one due to Hansen and Hurwitz (1946) estimator, Rao (1986) estimator, Khare and Srivastava (1993, 1995) and Tabasum and Khan (2006) estimator.

Goodness-of-fit test for normal distribution based on parametric and nonparametric entropy estimators (모수적 엔트로피 추정량과 비모수적 엔트로피 추정량에 기초한 정규분포에 대한 적합도 검정)

  • Choi, Byungjin
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.847-856
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    • 2013
  • In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.

ARMA System identification Using GTLS method and Recursive GTLS Algorithm (GTLS의 ARMA시트템식별에의 적용 및 적응 GTLS 알고리듬에 관한 연구)

  • Kim, Jae-In;Kim, Jin-Young;Rhee, Tae-Won
    • The Journal of the Acoustical Society of Korea
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    • v.14 no.3
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    • pp.37-48
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    • 1995
  • This paper presents an sstimation of ARMA coefficients of noisy ARMA system using generalized total least square (GTLS) method. GTLS problem for ARMA system is defined as minimizing the errors between the noisy output vectors and estimated noisy-free output. The GTLS problem is solved in closed form by eigen-problem and the perturbation analysis of GTLS is presented. Also its recursive solution (recursive GTLS) is proposed using the power method and the covariance formula of the projected output error vector into the input vector space. The simulation results show that GTLS ARMA coefficients estimator is an unbiased estimator and that recursive GTLS achieves fast convergence.

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Ratio and Product Type Exponential Estimators of Population Mean in Double Sampling for Stratification

  • Tailor, Rajesh;Chouhan, Sunil;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.1-9
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    • 2014
  • This paper discusses the problem of estimation of finite population mean in double sampling for stratification. In fact, ratio and product type exponential estimators of population mean are proposed in double sampling for stratification. The biases and mean squared errors of proposed estimators are obtained upto the first degree of approximation. The proposed estimators have been compared with usual unbiased estimator, ratio and product estimators in double sampling for stratification. To judge the performance of the proposed estimators an empirical study has been carried out.

Power analysis of testing fixed effects with two way classification (이원혼합모형에서 고정효과 유의성검정에 대한 검정력 분석)

  • 이장택
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.177-187
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    • 1997
  • This article considers the power performance of the tests in unbalanced two way mixed linear models with one fixed factor. The generalized least squares (GLS) F statistic testing no differences among the effects of the levels of the fixed factor is estimated using Henderson's method III, minimum norm quadratic unbiased estimator (MINQUE) with prior guess 1, maximum likelihood (ML) and resticted maximum likelihood (REML). We investigate the power performance of these test statistics. It can be shown, through simulation, that the GLS F statistics using four estimators produce similar type I error rates and power performance.

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The restricted maximum likelihood estimation of a censored regression model

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.291-301
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    • 2017
  • It is well known in a small sample that the maximum likelihood (ML) approach for variance components in the general linear model yields estimates that are biased downward. The ML estimate of residual variance tends to be downwardly biased. The underestimation of residual variance, which has implications for the estimation of marginal effects and asymptotic standard error of estimates, seems to be more serious in some limited dependent variable models, as shown by some researchers. An alternative frequentist's approach may be restricted or residual maximum likelihood (REML), which accounts for the loss in degrees of freedom and gives an unbiased estimate of residual variance. In this situation, the REML estimator is derived in a censored regression model. A small sample the REML is shown to provide proper inference on regression coefficients.