• 제목/요약/키워드: composite estimator

검색결과 38건 처리시간 0.021초

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

  • 박유성;배경화;김기환
    • 응용통계연구
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    • 제14권1호
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    • pp.81-90
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    • 2001
  • 모집단의 변화를 효과적으로 추정하기 위한 반복조사 방법으로 겨체표본조사를 고려할 수 있다. 교체표본조사는 크게 일수준교체표본조사와 다수준교체표본조사로 나누어지며 모집단의 특성, 특성의 변화를 추정하기 위하여 복합추정량을 사용하고 있다. 본 논문에서는 다수준교체표본조사의 경우 교체그룹내 표본개체들의 상관관계를 고려한 일반화복합추정량과 추정량의 분산을 최소화시키는 최적계수를제시하였다. 또한 수치예에서는 교체그룹내 표본개체의 수, 교체그룹내 상관정도의 변화에 따라 표본개체들의 상관관계를 고려한 일반화 복합추정량의 효율성을 제시하였다.

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A composite estimator for stratified two stage cluster sampling

  • Lee, Sang Eun;Lee, Pu Reum;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • 제23권1호
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    • pp.47-55
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    • 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
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    • 제11권3호
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    • pp.583-595
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    • 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
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    • 제20권4호
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    • pp.311-319
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    • 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
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    • 제17권4호
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    • pp.1029-1039
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    • 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.

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

  • 심효선;신기일
    • 응용통계연구
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    • 제27권1호
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    • pp.43-59
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    • 2014
  • 왜도가 심한 사업체 조사에서는 모집단의 일부를 제외하고 표본을 추출하는 방법인 절사표본추출법이 자주 사용된다. 절사층의 경우 표본 관리가 어렵고 조사비용이 많이 들기 때문에 이를 제외한 조사를 실시함으로써 조사의 효율을 높일 수 있다. 그러나 전체 모집단 추정을 위해서는 절사층의 정확한 총합 추정이 매우 중요하다. 최근 Hwang과 Shin (2013)은 Lavallee와 Hidiroglou (1988)가 제안한 LH 알고리즘을 이용하여 표본층을 층화한 후 표본층에서 얻어진 정보와 절사층에서 얻어진 정보를 결합한 복합추정량을 제안하였다. 본 논문에서는 비용함수를 고려한 새로운 표본 설계를 제안하고, 이를 위한 새로운 복합추정량을 제안하였다. 모의실험과 실제 자료 분석을 통하여 본 논문에서 제안한 복합추정량의 우수성을 확인하였다.

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
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    • 제34권3호
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    • pp.219-233
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    • 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
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.123-130
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    • 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.

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An Improved Composite Estimator for Cut-off Sampling

  • Hwang, Hee-Jin;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.367-376
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    • 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.

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

  • 박유성;문원기;김기환
    • 응용통계연구
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    • 제15권1호
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    • pp.45-55
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    • 2002
  • 미국 통계국(Bureau of Census)에서 실시하고 있는 소매동태조사(Monthly Retail Trade Survey)를 중심으로 3개의 교체그룹을 갖는 2수준 교체표본설계를 설명하고, 특성치의 추정을 위한 복합추정량을 다루었다. 설계 간격 (design gap)이 존재하는 2수준 교체표본설계에서의 일반화복합추정량(generalized composite estimator)과 순환복합 추정량(recursive composite estimator)을 제시하였고, 각 추정량의 분산식을 유도하였다. 또한 공분산구조와 관련된 응답변동(response variability)과 반복응답으로 부터 연유되는 상관관계를 고려하여 복합추정량 사이의 효율을 비교하였다.