Bias Robust Estimation in Finite Populations Using Nonparametric Calibration

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 ξ for Y and then predicts H by estimating its expectation under ξ, conditional on the sa...

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Veröffentlicht in:Journal of the American Statistical Association 1993-03, Vol.88 (421), p.268-277
Hauptverfasser: Chambers, Raymond L., Dorfman, Alan H., Wehrly, Thomas E.
Format: Artikel
Sprache:eng
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Zusammenfassung: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 ξ for Y and then predicts H by estimating its expectation under ξ, conditional on the sample values of Y. This approach leads to biased predictions if ξ 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 ξ. An application to prediction of the finite population distribution function of a population of Australian beef farms is presented.
ISSN:0162-1459
1537-274X
DOI:10.1080/01621459.1993.10594319