Nonparametric additive model-assisted estimation for survey data

被引:11
|
作者
Wang, Li [1 ]
Wang, Suojin [2 ]
机构
[1] Univ Georgia, Dept Stat, Athens, GA 30602 USA
[2] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA
基金
美国国家科学基金会;
关键词
Calibration; Horvitz-Thompson estimator; Local linear regression; Model-assisted estimation; Spline; Superpopulation; REGRESSION; CALIBRATION; LIKELIHOOD; SPLINES;
D O I
10.1016/j.jmva.2011.03.006
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
An additive model-assisted nonparametric method is investigated to estimate the finite population totals of massive survey data with the aid of auxiliary information. A class of estimators is proposed to improve the precision of the well known Horvitz-Thompson estimators by combining the spline and local polynomial smoothing methods. These estimators are calibrated, asymptotically design-unbiased, consistent, normal and robust in the sense of asymptotically attaining the Godambe-Joshi lower bound to the anticipated variance. A consistent model selection procedure is further developed to select the significant auxiliary variables. The proposed method is sufficiently fast to analyze large survey data of high dimension within seconds. The performance of the proposed method is assessed empirically via simulation studies. (C) 2011 Elsevier Inc. All rights reserved.
引用
收藏
页码:1126 / 1140
页数:15
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