Robust variance estimators for generalized regression estimators in cluster samples

Kennel Timothy L.; Valliant Richard

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Robust variance estimators for generalized regression estimators in cluster samples

机译：集群样本中的广义回归估计的强大方差估计

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Standard linearization estimators of the variance of the general regression estimator are often too small, leading to confidence intervals that do not cover at the desired rate. Hat matrix adjustments can be used in two-stage sampling that help remedy this problem. We present theory for several new variance estimators and compare them to standard estimators in a series of simulations. The proposed estimators correct negative biases and improve confidence interval coverage rates in a variety of situations that mirror ones that are met in practice.

机译：一般回归估计器的方差的标准线性化估计通常太小，导致不以所需速率覆盖的置信区间。帽子矩阵调整可用于两级采样，有助于解决此问题。我们对几个新差异估算器提供理论，并将它们与标准估计进行了一系列模拟。所提出的估计人可以在镜像在实践中遇到的各种情况下，提高置信区间覆盖率。

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来源
《Survey methodology》 |2019年第3期|427-450|共24页
作者
Kennel Timothy L.; Valliant Richard;
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作者单位

US Census Bur Stat Methods Decennial Stat Studies Div Hillcrest Hts MD 20746 USA;

Univ Michigan Inst Social Res Survey Res Ctr Ann Arbor MI USA;

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原文格式 PDF
正文语种 eng
中图分类
关键词
Jackknife variance estimator; Hat matrix adjustment; Leverage adjustment; Superpopulation model; Two-stage sample; Sandwich variance estimator;

机译：jackknife veriance估算器;帽子矩阵调整;杠杆调整;叠加模型;两阶段样本;三明治方差估算器;

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1. Variances and variance estimators of the improved ratio estimators under adaptive cluster sampling [J] . Feng-Min Lin, Chang-Tai Chao Environmental and ecological statistics . 2014,第2期

机译：自适应聚类采样下改进比率估计量的方差和方差估计量
2. Generalized estimator for the estimation of rare and clustered population variance in adaptive cluster sampling [J] . Qureshi Muhammad Nouman, Riaz Naureen, Hanif Muhammad Journal of statistical computation and simulation . 2019,第10a12期

机译：自适应聚类抽样中稀有和聚类总体方差估计的广义估计器
3. Generalized estimator for the estimation of rare and clustered population variance in adaptive cluster sampling [J] . Qureshi Muhammad Nouman, Riaz Naureen, Hanif Muhammad Journal of statistical computation and simulation . 2019,第10a12期

机译：用于估计自适应集群采样中罕见和聚类群体方差的广义估计
4. Measuring performance of robust estimator for the variance of generalized Gaussian distribution [C] . Hyeon-Cheol Lee, Halverson, D.R. . 2004

机译：广义高斯分布方差的鲁棒估计器的测量性能
5. On two topics with no bridge: Bridge sampling with dependent draws and bias of the multiple imputation variance estimator. [D] . Romero, Martin. 2003

机译：关于两个没有桥的主题：具有依赖绘图和多重插补方差估计量的偏差的桥采样。
6. Robust best linear estimator for Cox regression with instrumental variables in whole cohort and surrogates with additive measurement error in calibration sample [O] . Ching-Yun Wang, Xiao Song -1

机译：用于Cox回归的稳健最佳线性估计器具有整个队列中的工具变量并且可以替代标准样品中的附加测量误差
7. Small Sample Properties of the Generalized Ridge Regression Estimator Using the Stein Variance Estimator [O] . 大谷一博 1995

机译：使用Stein方差估计量的广义岭回归估计量的小样本属性
8. Empirical General Population Assessment of the Variance and Variance Estimators of the Horvitz-Thompson Estimator under Variable Probability Sampling [R] . Stehman, S. V., Overton, W. S. 1990

机译：可变概率抽样下Horvitz-Thompson估计方差和方差估计的经验一般种群估计

Robust variance estimators for generalized regression estimators in cluster samples

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