An Empirical Likelihood Estimate of the Finite Population Correlation Coefficient

被引:0
|
作者
Singh, Sarjinder [1 ]
Sedory, Stephen A. [1 ]
Kim, Jong-Min [2 ]
机构
[1] Texas A&M Univ, Dept Math, Kingsville, TX USA
[2] Univ Minnesota, Div Sci & Math, Stat Discipline, Morris, MN 56267 USA
关键词
Empirical likelihood estimates; Estimation of finite population correlation coefficient; Solution to nonlinear equations;
D O I
10.1080/03610918.2012.729634
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
In this article, the problem of the estimation of finite population correlation coefficient is considered using the empirical likelihood method. A new estimator that makes the use of both the known mean and variance of an auxiliary variable is proposed. The percent relative bias and percent relative efficiency of the proposed new estimator with respect to the usual estimator of the correlation coefficient is investigated through extensive simulation study for values of the correlation coefficient from -0.90 to +0.90. The proposed estimator is found to perform better than the simple correlation coefficient from both the bias and relative efficiency points of views, for the population, considered in the investigation. At the end, the proposed estimator has been extended to complex survey designs. Supplementary materials for this article are available online.
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页码:1430 / 1441
页数:12
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