BIAS ROBUST ESTIMATION IN FINITE POPULATIONS USING NONPARAMETRIC CALIBRATION

被引:45
作者
CHAMBERS, RL
DORFMAN, AH
WEHRLY, TE
机构
[1] US BUR LABOR STAT, OFF SURVEY METHODS RES, WASHINGTON, DC 20212 USA
[2] TEXAS A&M UNIV SYST, DEPT STAT, COLL STN, TX 77843 USA
[3] AUSTRALIAN NATL UNIV, SCH MATH SCI, CANBERRA, ACT 2601, AUSTRALIA
关键词
AUXILIARY INFORMATION; BANDWIDTH SELECTION; DISTRIBUTION FUNCTION; KERNEL SMOOTHING; NONPARAMETRIC REGRESSION; SAMPLE SURVEY;
D O I
10.1080/01621459.1993.10594319
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A standard problem in sample survey inference is that of predicting the finite population total H of a function h(y) of a random variable Y. The model-based approach to this problem first defines a working model xi for Y and then predicts H by estimating its expectation under xi, conditional on the sample values of Y. This approach leads to biased predictions if xi is incorrect. We explore an automatic solution to this misspecification bias that uses nonparametric regression to define a robust (but inefficient) predictor of H, and then calibrates this predictor for its bias under xi. An application to prediction of the finite population distribution function of a population of Australian beef farms is presented.
引用
收藏
页码:268 / 277
页数:10
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