In stratified survey sampling, sometimes we have complete auxiliary information. One of the fundamental questions is how to effectively use the complete auxiliary information at the estimation stage. In this paper, we...In stratified survey sampling, sometimes we have complete auxiliary information. One of the fundamental questions is how to effectively use the complete auxiliary information at the estimation stage. In this paper, we extend the model-calibration method to obtain estimators of the finite population mean by using complete auxiliary information from stratified sampling survey data. We show that the resulting estimators effectively use auxiliary information at the estimation stage and possess a number of attractive features such as asymptotically design-unbiased irrespective of the working model and approximately model-unbiased under the model. When a linear working-model is used, the resulting estimators reduce to the usual calibration estimator（or GREG）.展开更多
Ⅰ. INTRODUCTIONA model-based approach to finite populations has provided valuable alternatives to the Conventional sampling theory. It is assumed here that the population of interest consists of N units labelled 1, ...Ⅰ. INTRODUCTIONA model-based approach to finite populations has provided valuable alternatives to the Conventional sampling theory. It is assumed here that the population of interest consists of N units labelled 1, 2, …, N. Associated with the unit i is a fixed known p-dimensional column vector x_i and an unkown number Y_i. The column vector of unknown Y_i is展开更多
This paper considers the admissibility of the estimators for finite population when the parameter space is restricted. We obtain all admissible linear estimators of an arbitrary linear function of characteristic value...This paper considers the admissibility of the estimators for finite population when the parameter space is restricted. We obtain all admissible linear estimators of an arbitrary linear function of characteristic values of a finite population in the class of linear estimators under the criterion of the expectation of mean souared error.展开更多
This paper sheds light on all open problem put forward by Cochran[1]. The comparison between two commonly used variance estimators v1(^R) and v2(^R) of the ratio estimator R for population ratio R from small sample se...This paper sheds light on all open problem put forward by Cochran[1]. The comparison between two commonly used variance estimators v1(^R) and v2(^R) of the ratio estimator R for population ratio R from small sample selected by simple random sampling is made following the idea of the estimated loss approach (See [2]). Considering the superpopulation model under which the ratio estimator ^-YR for population mean -Y is the best linear unbiased one, the necessary and sufficient conditions for v1(^R) v2(^R) and v2(^R) v1(^R) are obtained with ignored the sampling fraction f. For a substantial f, several rigorous sufficient conditions for v2(^R) v1(^R) are derived.展开更多
基金Supported by the National Natural Science Foundation of China(10571093)
文摘In stratified survey sampling, sometimes we have complete auxiliary information. One of the fundamental questions is how to effectively use the complete auxiliary information at the estimation stage. In this paper, we extend the model-calibration method to obtain estimators of the finite population mean by using complete auxiliary information from stratified sampling survey data. We show that the resulting estimators effectively use auxiliary information at the estimation stage and possess a number of attractive features such as asymptotically design-unbiased irrespective of the working model and approximately model-unbiased under the model. When a linear working-model is used, the resulting estimators reduce to the usual calibration estimator（or GREG）.
基金Project supported in part by the Third World Academy of Sciences and by Swiss National Science Foundation.
文摘Ⅰ. INTRODUCTIONA model-based approach to finite populations has provided valuable alternatives to the Conventional sampling theory. It is assumed here that the population of interest consists of N units labelled 1, 2, …, N. Associated with the unit i is a fixed known p-dimensional column vector x_i and an unkown number Y_i. The column vector of unknown Y_i is
基金Supported by the National Natural Science Foundation of China
文摘This paper considers the admissibility of the estimators for finite population when the parameter space is restricted. We obtain all admissible linear estimators of an arbitrary linear function of characteristic values of a finite population in the class of linear estimators under the criterion of the expectation of mean souared error.
基金the National Natural Science Foundation of China (No.10071091)
文摘This paper sheds light on all open problem put forward by Cochran[1]. The comparison between two commonly used variance estimators v1(^R) and v2(^R) of the ratio estimator R for population ratio R from small sample selected by simple random sampling is made following the idea of the estimated loss approach (See [2]). Considering the superpopulation model under which the ratio estimator ^-YR for population mean -Y is the best linear unbiased one, the necessary and sufficient conditions for v1(^R) v2(^R) and v2(^R) v1(^R) are obtained with ignored the sampling fraction f. For a substantial f, several rigorous sufficient conditions for v2(^R) v1(^R) are derived.
