• Title/Summary/Keyword: composite estimator

Search Result 38, Processing Time 0.026 seconds

Generalized Composite Estimator with Intraclass Correlation in p-level Rotation Sampling (P-수준교체표본에서 교체그룹내 상관관계를 고려한 일반화 복합추정량)

  • 박유성;배경화;김기환
    • The Korean Journal of Applied Statistics
    • /
    • v.14 no.1
    • /
    • pp.81-90
    • /
    • 2001
  • One of the Repeated survey which estimates variability of population, we can be consider rotation sample survey. There are two kinds of rotation sample survey - onelevel rotation sample survey and multi-level rotation sample survey. In rotation sample survey, Composite estimator is used to measure level or level change of the population. This study suggests Generalized Composite estimator as considering intraclass correlation in multi-level rotation sample survey, and optimal weight minimizing variance of estimator. Numerical example shows efficiency of Generalized Composite estimator as considering intraclass correlation according to the sample unit and change degree of intraclass correlation in the rotation group.

  • PDF

A composite estimator for stratified two stage cluster sampling

  • Lee, Sang Eun;Lee, Pu Reum;Shin, Key-Il
    • Communications for Statistical Applications and Methods
    • /
    • v.23 no.1
    • /
    • pp.47-55
    • /
    • 2016
  • Stratified cluster sampling has been widely used for effective parameter estimations due to reductions in time and cost. The probability proportional to size (PPS) sampling method is used when the number of cluster element are significantly different. However, simple random sampling (SRS) is commonly used for simplicity if the number of cluster elements are almost the same. Also it is known that the ratio estimator produces a good performance when the total number of population elements is known. However, the two stage cluster estimator should be used if the total number of elements in population is neither known nor accurate. In this study we suggest a composite estimator by combining the ratio estimator and the two stage cluster estimator to obtain a better estimate under a certain population circumstance. Simulation studies are conducted to compare the superiority of the suggested estimator with two other estimators.

Small Area Estimation Techniques Based on Logistic Model to Estimate Unemployment Rate

  • Kim, Young-Won;Choi, Hyung-a
    • Communications for Statistical Applications and Methods
    • /
    • v.11 no.3
    • /
    • pp.583-595
    • /
    • 2004
  • For the Korean Economically Active Population Survey(EAPS), we consider the composite estimator based on logistic regression model to estimate the unemployment rate for small areas(Si/Gun). Also, small area estimation technique based on hierarchical generalized linear model is proposed to include the random effect which reflect the characteristic of the small areas. The proposed estimation techniques are applied to real domestic data which is from the Korean EAPS of Choongbuk. The MSE of these estimators are estimated by Jackknife method, and the efficiencies of small area estimators are evaluated by the RRMSE. As a result, the composite estimator based on logistic model is much more efficient than others and it turns out that the composite estimator can produce the reliable estimates under the current EAPS system.

A Robust Estimation for the Composite Lognormal-Pareto Model

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
    • /
    • v.20 no.4
    • /
    • pp.311-319
    • /
    • 2013
  • Cooray and Ananda (2005) proposed a composite lognormal-Pareto model to analyze loss payment data in the actuarial and insurance industries. Their model is based on a lognormal density up to an unknown threshold value and a two-parameter Pareto density. In this paper, we implement the minimum density power divergence estimation for the composite lognormal-Pareto density. We compare the performances of the minimum density power divergence estimator (MDPDE) and the maximum likelihood estimator (MLE) by simulations and an example. The minimum density power divergence estimator performs reasonably well against various violations in the distribution. The minimum density power divergence estimator better fits small observations and better resists against extraordinary large observations than the maximum likelihood estimator.

On Estimating the Odds Ratio between Male and Female Unemployment Rate in Small Area

  • Park, Jong-Tae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.4
    • /
    • pp.1029-1039
    • /
    • 2006
  • There are different kinds of methods to estimate the odds ratio for unemployment statistics in small areas, namely, the composite estimator, the Woolf estimator and the Mantel-Haenszel estimator. We can compare the reliability of these estimators according to the bias and MSE. The estimation procedures considered by this study have been applied to estimate the bias and MSE of the odds ratio between the male and female unemployment rate in some small areas. The Woolf estimator or the Mantel-Haenszel estimator is more stable than the composite estimator, but all these three estimators are similar to each other from the aspect of efficiency.

  • PDF

A Composite Estimator for Cut-off Sampling using Cost Function (절사표본 설계에서 비용함수를 고려한 복합추정량)

  • Sim, Hyo-Seon;Shin, Key-Il
    • The Korean Journal of Applied Statistics
    • /
    • v.27 no.1
    • /
    • pp.43-59
    • /
    • 2014
  • Cut-off sampling has been widely used for a highly skewed population like a business survey by discarding a part of the population, so called a take-nothing stratum. For a more accurate estimate of the population total, Hwang and Shin (2013) suggested a composite estimator of a take-nothing stratum total that combined the survey results of a take-nothing stratum and a take-some sub-stratum (a part of take-some stratum). In this paper we propose a new cut-off sampling scheme by considering a cost function and a composite estimator based on the proposed sampling scheme. Small simulation studies compared the performances of known composite estimators and the new composite estimator suggested in this study. We also use Briquette Consumption Survey data for real data analysis.

l-STEP GENERALIZED COMPOSITE ESTIMATOR UNDER 3-WAY BALANCED ROTATION DESIGN

  • KIM K. W.;PARK Y. S.;KIM N. Y.
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.3
    • /
    • pp.219-233
    • /
    • 2005
  • The 3-way balanced multi-level rotation design has been discussed (Park Kim and Kim, 2003), where the 3-way balancing is done on interview time, in monthly sample and rotation group and recall time. A greater advantage of 3-way balanced design is accomplished by an estimator. To obtain the advantage, we generalized previous generalized composite estimator (GCE). We call this as l-step GCE. The variance of the l-step GCE's of various characteristics of interest are presented. Also, we provide the coefficients which minimize the variance of the l-step GCE. Minimizing a weighted sum of variances of all concerned estimators of interest, we drive one set of the compromise coefficient of l-step GCE's to preserve additivity of estimates.

Multi-Level Rotation Designs for Unbiased Generalized Composite Estimator

  • Park, You-Sung;Choi, Jai-Won;Kim, Kee-Whan
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2003.10a
    • /
    • pp.123-130
    • /
    • 2003
  • We define a broad class of rotation designs whose monthly sample is balanced in interview time, level of recall, and rotation group, and whose rotation scheme is time-invariant. The necessary and sufficient conditions are obtained for such designs. Using these conditions, we derive a minimum variance unbiased generalized composite estimator (MVUGCE). To examine the existence of time-in-sample bias and recall bias, we also propose unbiased estimators and their variances. Numerical examples investigate the impacts of design gap, non-sampling error sources, and two types of correlations on the variance of MVUGCE.

  • PDF

An Improved Composite Estimator for Cut-off Sampling

  • Hwang, Hee-Jin;Shin, Key-Il
    • Communications for Statistical Applications and Methods
    • /
    • v.20 no.5
    • /
    • pp.367-376
    • /
    • 2013
  • Cut-off sampling is widely used for a highly skewed population like a business survey by discarding a part of the population (the take-nothing stratum). In this paper, we suggest a new composite estimator of the take-nothing stratum total obtained by use of the survey results of the take-nothing stratum and a take-some sub-stratum (a part of take-some stratum) for a more accurate estimate of the population total. Small simulation studies are conducted to compare the performances of known estimators and the new composite estimator suggested in this study. In addition, we use briquette consumption survey data for real data analysis.

A Study of Composite Estimator in 2-level Rotation Design based on 3 Rotation Groups (3개의 교체그룹을 갖는 2수준 교체표본설계에서의 복합추정량에 관한 연구)

  • 박유성;문원기;김기환
    • The Korean Journal of Applied Statistics
    • /
    • v.15 no.1
    • /
    • pp.45-55
    • /
    • 2002
  • The 2-level rotation design based on 3 rotation groups is discussed in view of Monthly Retail Trade Survey conducted by the Bureau of Census in U.S., and composite estimators for population characteristics are concerned. The generalized composite estimators and the recursive composite estimators are presented at 2-level rotation design with design gap and variance formulas for the composite estimators are provided. Also under the response variability related with covariance structure and correlation structure from repeated response, relative efficiencies of the composite estimators are compared.