• Title/Summary/Keyword: Jackknife variance estimation

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Jackknife Variance Estimation under Imputation for Nonrandom Nonresponse with Follow-ups

  • Park, Jinwoo
    • Journal of the Korean Statistical Society
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    • v.29 no.4
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    • pp.385-394
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    • 2000
  • Jackknife variance estimation based on adjusted imputed values when nonresponse is nonrandom and follow-up data are available for a subsample of nonrespondents is provided. Both hot-deck and ratio imputation method are considered as imputation method. The performance of the proposed variance estimator under nonrandom response mechanism is investigated through numerical simulation.

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THE VARIANCE ESTIMATORS FOR CALIBRATION ESTIMATOR IN UNIT NONRESPONSE

  • Son, Chang-Kyoon;Jung, Hun-Jo
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.869-877
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    • 2002
  • In the presence of unit nonresponse we perform the calibration estimation procedure for the population total corresponding to the levels of auxiliary information and derive the Taylor and the Jackknife variance estimators of it. We study the nonresponse bias reduction and the variance stabilization, and then show the efficiency of the Taylor and the Jackknife variance estimators by simulation study.

EFFICIENT REPLICATION VARIANCE ESTIMATION FOR TWO-PHASE SAMPLING

  • Kim, Jae-Kwang;Sitter, Randy
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.327-332
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    • 2002
  • Variance estimation for the regression estimator for a two-phase sample is investigated. A replication variance estimator with number of replicates equal to or slightly larger than the size of the second-phase sample is developed. In these cases, the proposed method is asymptotically equivalent to the full jackknife, but uses smaller number of replications.

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Estimation of the Number of the Unemployed Using Small Area Estimation Methods (소지역 추정방법을 이용한 실업자 수 추정 사례연구)

  • Kwon, Se-Hyug
    • Survey Research
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    • v.10 no.1
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    • pp.141-154
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    • 2009
  • With the current sampling scheme, the sampling variance is getting larger in producing smaller regional statistics than the designed area, The larger sample size can make the variance reduced but the efficiency of sample survey lower. The desired confidence level of sampling survey can be obtained using the current sample scheme with the same sample size and administrative data. In this paper, the number of the unemployed of 5 regions in Daejon are estimated using small area estimation methods and the CV values in each estimation method is calculated and compared for their estimation efficiency as empirical study. Jackknife method is proposed to estimate the MSE of synthetic estimator and composite estimator more accurately.

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Variance estimation for distribution rate in stratified cluster sampling with missing values

  • Heo, Sunyeong
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.443-449
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    • 2017
  • Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

Variance Estimation for Imputed Survey Data using Balanced Repeated Replication Method

  • Lee, Jun-Suk;Hong, Tae-Kyong;Namkung, Pyong
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.365-379
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    • 2005
  • Balanced Repeated Replication(BRR) is widely used to estimate the variance of linear or nonlinear estimators from complex sampling surveys. Most of survey data sets include imputed missing values and treat the imputed values as observed data. But applying the standard BRR variance estimation formula for imputed data does not produce valid variance estimators. Shao, Chen and Chen(1998) proposed an adjusted BRR method by adjusting the imputed data to produce more accurate variance estimators. In this paper, another adjusted BRR method is proposed with examples of real data.

Resampling-based Test of Hypothesis in L1-Regression

  • Kim, Bu-Yong
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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    • pp.643-655
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    • 2004
  • L$_1$-estimator in the linear regression model is widely recognized to have superior robustness in the presence of vertical outliers. While the L$_1$-estimation procedures and algorithms have been developed quite well, less progress has been made with the hypothesis test in the multiple L$_1$-regression. This article suggests computer-intensive resampling approaches, jackknife and bootstrap methods, to estimating the variance of L$_1$-estimator and the scale parameter that are required to compute the test statistics. Monte Carlo simulation studies are performed to measure the power of tests in small samples. The simulation results indicate that bootstrap estimation method is the most powerful one when it is employed to the likelihood ratio test.

Weighted Hot-Deck Imputation in Farm and Fishery Household Economy Surveys (농어가경제조사에서 가중핫덱 무응답 대체법의 활용)

  • Kim Kyu-Seong;Lee Kee-Jae;Kim Jin
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.311-328
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    • 2005
  • This paper deals with a treatment of nonresponse in farm and fishery household economy surveys in Korea. Since the samples in two surveys were selected by stratified multi-stage sampling and weighted sample means has been used to estimate the population means, we choose a weighted hot-deck imputation method as an appropriate method for two surveys. We investigate the procedure of the weighted hot-deck as well as an adjusted jackknife method for variance estimation. Through an empirical study we found that the method worked very well in both mean and variance estimation in two surveys. In addition, we presented a procedure of forming imputation class and formed four imputation classes for each survey and then compared them with analysis. As a result, we presented two most efficient imputation classes for two surveys.

Bootstrap Variance Estimation for Calibration Estimators in Stratified Sampling (층화 추출에서 보정추정량에 대한 붓스트랩 분산 추정)

  • 염준근;정영미
    • Proceedings of the Korean Association for Survey Research Conference
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    • 2001.11a
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    • pp.77-85
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    • 2001
  • In this paper we study the calibration estimator and its variance estimator for the population total using a bootstrap method according to the levels of an auxiliary information having strong correlation with an interested variable in nonresponse situation. At this point, we find tire calibration estimator in case of auxiliary information for population and sample, and then we drive the bootstrap variance estimator of it. By simulation study we compare the efficiencies with the Taylor and Jackknife variance estimators.

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A Note on Complex Two-Phase Sampling with Different Sampling Units of Each Phase

  • Lee, Sang Eun;Jin, Young;Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.435-443
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    • 2015
  • Two phase sampling design is useful to increase estimation efficiency using deep stratification, improved non-response adjustment and reduced coverage bias. The same sampling units are commonly used for the first and the second phases in complex two-phase sampling design. In this paper we consider a sampling scheme where the first phase sampling units are clusters and the second phase sampling units are list samples. Using selected clusters in first phase requires that we list up elements in the selected clusters from the first phase and then use the list as a secondary sampling frame for the second phase sampling design. Then we select second phase samples from the listed sampling frame. We suggest an estimator based on the complex two-phase sampling design with different sampling units of each phase. Also the estimated variances of the estimator obtained by using classic and replication variance methods are considered and compared using simulation studies. For real data analysis, 2010 Korea Farm Household Economy Survey (KFHES) and 2011 Korea Agriculture Survey (KAS) are used.