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INFORMATION CRITERION FOR NONPARAMETRIC MODEL-ASSISTED SURVEY ESTIMATORS
被引:0
|作者:
James, Addison
[1
]
Xue, Lan
[1
]
Lesser, Virginia
[1
]
机构:
[1] Oregon State Univ, Dept Stat, Corvallis, OR 97331 USA
关键词:
Finite population;
Model-assisted;
Nonparametric;
Splines;
Survey;
Variable selection;
VARIABLE SELECTION;
REGRESSION;
D O I:
10.1093/jssam/smy015
中图分类号:
O1 [数学];
C [社会科学总论];
学科分类号:
03 ;
0303 ;
0701 ;
070101 ;
摘要:
Nonparametric model-assisted estimators have been proposed to improve estimates of finite population parameters. Flexible nonparametric models provide more reliable estimators when a parametric model is misspecified. In this article, we propose an information criterion to select appropriate auxiliary variables to use in an additive model-assisted method. We approximate the additive nonparametric components using polynomial splines and extend the Bayesian Information Criterion (BIC) for finite populations. By removing irrelevant auxiliary variables, our method reduces model complexity and decreases estimator variance. We establish that the proposed BIC is asymptotically consistent in selecting the important explanatory variables when the true model is additive without interactions, a result supported by our numerical study. Our proposed method is easier to implement and better justified theoretically than the existing method proposed in the literature.
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页码:398 / 421
页数:24
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