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Variance estimation in complex survey sampling for generalized linear models

机译:广义线性模型在复杂调查抽样中的方差估计

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Complex survey sampling is often used to sample a fraction of a large finite population. In general, the survey is conducted so that each unit ( e.g. subject) in the sample has a different probability of being selected into the sample. For generalizability of the sample to the population, both the design and the probability of being selected into the sample must be incorporated in the analysis. In this paper the authors focus on non-standard regression models for complex survey data. In their motivating example, which is based on data from the Medical Expenditure Panel Survey, the outcome variable is the subject's " total health care expenditures in the year 2002". Previous analyses of medical cost data suggest that the variance is approximately equal to the mean raised to the power of 1.5, which is a non-standard variance function. Currently, the regression parameters for this model cannot be easily estimated in standard statistical software packages. The authors propose a simple two-step method to obtain consistent regression parameter and variance estimates; the method proposed can be implemented within any standard sample survey package. The approach is applicable to complex sample surveys with any number of stages. (15 refs.)
机译:复杂调查抽样通常用于抽样一部分有限总体。通常,进行调查以使得样本中的每个单元(例如,对象)具有被选择到样本中的不同概率。为了使样本对总体具有普遍性,必须将设计和被选入样本的可能性都纳入分析之中。在本文中,作者专注于复杂调查数据的非标准回归模型。在他们的激励示例中,该结果基于“医疗支出小组调查”中的数据,结果变量是受试者的“ 2002年医疗保健总支出”。先前对医疗费用数据的分析表明,方差大约等于提高到1.5的幂的平均值,这是一个非标准方差函数。当前,无法在标准统计软件包中轻松估算此模型的回归参数。作者提出了一种简单的两步法来获得一致的回归参数和方差估计。建议的方法可以在任何标准样本调查包中实施。该方法适用于任何阶段的复杂样本调查。 (15个参考)

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