A note on regression estimation with unknown population size

Size: px
Start display at page:

Download "A note on regression estimation with unknown population size"

Transcription

1 Statstcs Publcatons Statstcs A note on regresson estmaton wth unknown populaton sze Mchael A. Hdroglou Statstcs Canada Jae Kwang Km Iowa State Unversty jkm@astate.edu Chrstan Olver Nambeu Statstcs Canada Follow ths and addtonal works at: Part of the Desgn of Experments and Sample Surveys Commons Multvarate Analyss Commons and the Statstcal Methodology Commons The complete bblographc nformaton for ths tem can be found at stat_las_pubs/1. For nformaton on how to cte ths tem please vst howtocte.html. Ths Artcle s brought to you for free and open access by the Statstcs at Iowa State Unversty Dgtal Repostory. It has been accepted for ncluson n Statstcs Publcatons by an authorzed admnstrator of Iowa State Unversty Dgtal Repostory. For more nformaton please contact dgrep@astate.edu.

2 Survey Methodology June Vol. 4 No. 1 pp Statstcs Canada Catalogue No X A note on regresson estmaton wth unknown populaton sze Mchael A. Hdroglou Jae Kwang Km and Chrstan Olver Nambeu 1 Abstract The regresson estmator s extensvely used n practce because t can mprove the relablty of the estmated parameters of nterest such as means or totals. It uses control totals of varables known at the populaton level that are ncluded n the regresson set up. In ths paper we nvestgate the propertes of the regresson estmator that uses control totals estmated from the sample as well as those known at the populaton level. Ths estmator s compared to the regresson estmators that strctly use the known totals both theoretcally and va a smulaton study. Key Words: Optmal estmator; Survey samplng; Weghtng. 1 Introducton Regresson estmaton has been ncreasngly used n large survey organzatons as a means to mprove the relablty of the estmators of parameters of nterest (such as totals or means) when auxlary varables are avalable n the populaton. A comprehensve overvew of the regresson estmator n survey samplng can be found n Cassel Särndal and Wretman (1976) and Fuller (009) among others. We next llustrate how the regresson estmator can be used to estmate the total = y U U = 1 N denotes the target populaton. A sample s of expected sze n s selected accordng to a samplng plan p s from U s the resultng probablty of ncluson of the frst order. In the absence of auxlary varables we use the Horvtz-Thompson estmator gven by = d s y (Horvtz and Thompson 195) d =1 s referred to as the weght survey assocated wth unt. The regresson estmator s gven by REG = X X B (1.1) X x X = x = d U s x = 1 x xp and B s a p dmensonal vector of estmated regresson coeffcents whch s computed as a functon of the observed varables y x n the sample s. Note that the components of the vector of populaton total X are known for each of the correspondng components varables n the vector x = 1 x xp used to compute B. However there are nstances when we have more observed auxlary varables n the sample than n the populaton. Assume that the sample has q observed varables q > p and that the p varables n the populaton are a subset of the q varables observed n the sample. Furthermore suppose that some of the extra q p varables n the sample are well correlated wth the varable of nterest y. Can these extra varables be ncorporated n the 1. Mchael A. Hdroglou Busness Survey Methods Dvson Statstcs Canada ON Canada K1A 0T6. E-mal: hdrog@yahoo.ca; Jae Kwang Km Department of Statstcs Iowa State Unversty Ames IA E-mal: jkm@astate.edu; Chrstan Olver Nambeu Busness Survey Methods Dvson Statstcs Canada ON Canada K1A 0T6. E-mal: chrstanolver.nambeu@canada.ca.

3 1 Hdroglou Km and Nambeu: A note on regresson estmaton wth unknown populaton sze regresson estmator so as to make t more effcent? Sngh and Raghunath (011) attempted to respond to that queston for the case q = p 1. Ther extra varable n the sample was the ntercept. They used t to estmate the unknown populaton sze N by N = d. In ths artcle we compare the estmator proposed by Sngh and Raghunath (011) to other regresson estmators when N s known or unknown. In Secton we descrbe standard regresson estmators for estmatng totals when N s known as well as the regresson proposed by Sngh and Raghunath (011) when N s unknown. In Secton 3 an alternatve estmator s proposed for the case N s unknown. A smulaton study s carred out n Secton 4 to llustrate the performance of the varous estmators studed n terms of bas and mean square error. Overall conclusons and recommendatons are gven n Secton 5. s Regresson estmators Under general regularty condtons (Isak and Fuller 198; Montanar 1987) an approxmaton to the regresson estmator (1.1) s REG = X X B (.1) B s the lmt n probablty of B when both the sample and the populaton szes tend to nfnty. For large samples the varance of regresson estmator (1.1) can be studed va (.1). Note that REG s unbased under the samplng plan p s and can be re-expressed as: = XB REG de (.) E = y xb. The desgn varance for REG can be approxmated by s E E j AV p REG = j (.3) U ju j j = j j and j s the second order ncluson probablty for unts and j. Both the modelasssted (Särndal Swensson and Wretman 199) and the optmal-varance (Montanar 1987) approaches can be used to estmate B. They both yeld approxmately unbased estmators. In the case of the modelasssted approach the basc propertes (bas and varance terms) are vald even when the model s not correctly specfed. Under the optmal-varance approach no assumpton s made on the varable of nterest. The model-asssted estmator of Särndal et al. (199) assumes a workng model between the varable of nterest y and the auxlary varables x. The workng model s denoted by m : y = x β β s a vector of p unknown parameters Em x =0 Vm x = and Cov m j x x j = 0 j. Under ths approach B n equaton (.1) s the ordnary least squares estmator of β n the populaton and t s gven by 1 B = x x x GREG c c y U U (.4) Statstcs Canada Catalogue No X

4 Survey Methodology June c =. Ths yelds the followng estmator for the total GREG = X X B (.5) GREG 1 = B. GREG cd xx cd xy s s (.6) The optmal estmator of Montanar (1987) obtaned by mnmzng the desgn varance of REG = X X B s = X X B (.7) V 1 B = X Cov X 1 x x j x y j = j j. U ju j U ju j (.8) The optmal estmator for the total s estmated by = X X B (.9) 1 x j x j j x y j B =. s jsj j s jsj j (.10) Note that the computaton of the regresson vectors requres that the frst component that defnes them s nvertble. We can ensure ths by reducng the number of auxlary varables that are nput nto the regresson f not much loss n effcency of the resultng regresson estmator s ncurred. If on the other hand there s a sgnfcant loss n effcency then we can nvert these sngular matrces usng generalsed nverses. As mentoned n the ntroducton not all populaton totals may be known for each component of the auxlary vector x. The regresson normally uses the auxlary varables for whch a correspondng populaton total s known. Decomposng x as 1 x x = x xp Sngh and Raghunath (011) proposed a GREG-lke estmator that assumes that the regresson s based on an ntercept and the varable x even though only the populaton total of the x s known. For the case that N s not known and that the populaton total of x s known ther estmator s Statstcs Canada Catalogue No X

5 14 Hdroglou Km and Nambeu: A note on regresson estmaton wth unknown populaton sze X = U obtaned from GREG 1GREG GREG X X BGREG = (.11) x and X = d. s x The regresson vector of estmated coeffcents B GREG s = B B B gven by (.6). The approxmate desgn varance for takes the same form as equaton (.3) wth and N U X = x N. E = y GREG x B B c c y x X x X x X = GREG N N N U U The propertes of (.11) can be obtaned by notng that = = GREG GREG p 1 Snce O n 1 X X BGREG X X BGREG X X BGREG BGREG =. B B under some regularty condtons dscussed n Fuller (009 Chapter ) the last term s of smaller order. Thus gnorng the smaller order terms we get the followng approxmaton d E E (.1) s U E = y x B GREG. Thus s approxmately desgn-unbased. The asymptotc varance can be computed usng V de E = E de E. s U s U As we can see the asymptotc varance can be qute large unless = 0. Remark.1 If y = a bx E U we have = N N a and ths mples that V av N. Ths means that f V N >0 we can artfcally ncreases by choosng large values of a. = p Note that the optmal regresson estmator usng x x unbased because = = av N the varance of x s also approxmately desgn X X B X X B X X B B = 1 B s obtaned by replacng x by B = B O n under p some regularty condtons dscussed n Fuller (009 Chapter ) gnorng the smaller order terms we get x n equaton (.8). Snce Statstcs Canada Catalogue No X

6 Survey Methodology June X X B The asymptotc varance of s smaller than the one assocated wth. The reason for ths s that the optmal estmator mnmzes the asymptotc varance among the class of estmators of the form ndexed by B. = X X B B (.13) 3 Alternatve regresson estmator We now consder an alternatve estmator that does not use the populaton sze N nformaton. Rather t uses the known ncluson probabltes provded that they are known for each unt n the populaton. U we can use = Gven that = n nd e z x as auxlary data n the model y = z e 0. Ths means that the ncorporaton of the varance structure c of the error n the regresson vector s gven by c = d. The resultng estmator s gven by U d s wth Z = z Z = z and = Z Z B (3.1) 1 B = cd zz cd zy. s s (3.) Ths estmator corresponds exactly to the one gven by Isak and Fuller (198). Remark 3.1 By constructon Snce s a component of d y zb z 0 s =. d y zb =0 ths leads to s z we have = ZB. Thus s the best lnear unbased predctor of = N y =1 under the model e 0. y = x β e 1 Statstcs Canada Catalogue No X

7 16 Hdroglou Km and Nambeu: A note on regresson estmaton wth unknown populaton sze Note that B can be expressed as B GREG by settng c = d and x = z. Thus the proposed regresson estmator can be vewed as a specal case of GREG estmator. Usng the argument smlar to (.1) we obtan (3.3) s U d E E E = y zb and 1 B =. c c y z z U z U The proposed estmator s approxmately unbased and ts asymptotc varance j zb = j s U ju j V d y s often smaller than the asymptotc varance of Sngh and Raghunath (011) s estmator. The optmal verson of uses = z x as auxlary data. It s gven by K K E = Z Z B (3.4) E B K s obtaned by substtutng x by z n equaton (.10). In ths case the optmal B Z Z cannot be computed because the varance- Remark 3. For fxed-sze samplng desgns we have Vp d =0. s regresson coeffcent vector 1 K = V Cov p p covarance matrx Vp Z s not nvertble. Thus the optmal estmator wth = the optmal estmator (.9) only usng Remark 3.3 For random-sze samplng desgns Vp d 0. s = x. z x reduces to In ths case all of the components of z x can be used n the desgn-optmal regresson estmator (.9). A dffculty wth usng the optmal estmator K s that t requres the computaton of the jont ncluson probabltes j: these may be dffcult to compute for certan samplng desgns. An estmator that does not requre the computaton of the jont ncluson probabltes s obtaned by assumng that j = j. We refer to ths estmator as the pseudo-optmal estmator P. It s gven by P = Z Z B (3.5) P 1 B P = cd cd y z z s z s Statstcs Canada Catalogue No X

8 Survey Methodology June and c = d 1. In general the pseudo-optmal estmator P should yeld estmates that are qute close to those produced by when the samplng fracton s small. Note that P s exactly equal to the optmal estmator K n the case of Posson samplng. In ths samplng desgn the ncluson probabltes of unts n the sample are ndependent. The approxmate desgn varance for K and P have the same form as the one gven n equaton (.3) wth the E s respectvely gven by y zb y zb K and zb. y P 4 Smulatons We carred out two smulaton studes. The frst one used a dataset provded n the textbook of Rosner (006) and the second one was based on an artfcal populaton created accordng to a smple lnear regresson model. The frst smulaton assessed the performance of all of the estmators wth respect to dfferent sample schemes whle the second smulaton study focused on the mpact of changng the ntercept value n the model. The parameter of nterest for these two smulatons s the total of the varable of nterest y : = y. All estmators were used U GREG P and K wth the avalable auxlary data. Table 4.1 summarzes the auxlary data and the varance structure of the errors (when applcable) assocated wth the estmators used n the two studes. Table 4.1 Estmators used n smulaton N known N unknown GREG as defned by (.5) wth x = 1 x and c = c 1 as defned as specal case of (.11) wth x = x as defned by (.9) wth = 1 x as defned by (.9) wth = 1 x x 1 x as defned by (.9) wth x = x as defned by (3.1) wth z = x and c = d P as defned by (3.5) wth z = 1 x and c = d 1 K as defned as (3.4) wth z = x P as defned as (3.5) wth z = x and c = d 1 The performance of all estmators was evaluated based on the relatve bas the Monte Carlo relatve effcency and the approxmate relatve effcency. Expressons of these quanttes as shown below. 1. Relatve bas: Statstcs Canada Catalogue No X

9 18 Hdroglou Km and Nambeu: A note on regresson estmaton wth unknown populaton sze ESTr 100 RB EST = R R ESTr (4.1) =1 represents one of the estmators presented n Table 4.1 as computed n the r th Monte Carlo sample.. Monte Carlo Relatve effcency MC GREG MSEMC EST RE EST = MSE (4.) R 1 MSE =. r MC EST EST R r =1 The RE measures the relatve effcency of the estmator EST wth respect to GREG. 3. Approxmate Relatve effcency GREG AV p EST AR EST = AV p (4.3) E E AV j p EST = j U ju s the approxmate varance of EST wth E = y xb EST. The approxmate relatve effcency AR measures the relatve gan n effcency of EST wth respect to GREG usng the populaton resdual obtaned by Taylor lnearsaton. It s expected that RE and AR gve comparable results. However as we wll see ths may not be the case. 4.1 Smulaton 1 The populaton was the dataset (FEV.DAT) avalable on the CD that accompanes the textbook by Rosner (006). The data fle contans 654 records from a study on Chldhood Respratory Dsease carred out n Boston. The varables n the fle were: age heght sex (male female) smokng (ndcates whether the ndvdual smokes or not) and Forced expratory volume (FEV). Sngh and Raghunath (011) used the same data set. The parameter of nterest s the total heght y of the populaton. The varable age x 1 was used as auxlary varable n the regresson. The varable FEV x was chosen as the sze varable to compute probabltes of selecton for the samplng schemes that are consdered n ths smulaton. The two varables sex and smokng were dscarded from the smulaton. Table 4. summarzes the central tendency measures of the three varables n the populaton. For each varable the mean and medan were smlar. Ths ndcates that the three varables have a symmetrcal dstrbuton. Statstcs Canada Catalogue No X

10 Survey Methodology June Table 4. Descrptve statstcs of y x 1 and x Mn Q1 Medan Mean Q3 Max y x x Fgure 4.1 dsplays the relatonshp between the varable of nterest y and the auxlary varable x. The 1 relatonshp between Heght y and the age x appears to be lnear but does not go through the orgn. The Pearson correlaton coeffcent between y and x 1 was Heght Age Fgure 4.1 Relatonshp between the varable of nterest Heght and the auxlary varable Age. The objectve of ths smulaton study was to evaluate the performance of the estmators presented n Table 4.1 usng dfferent samplng desgns. We consdered the Mdzuno the Sampford and the Posson samplng desgns. The varable x were used as a sze measure for the three samplng schemes to compute the ncluson probabltes. These samplng desgns are as follows: 1. Mdzuno samplng (see Mdzuno 195): The frst unt s sampled wth probablty p and the remanng n 1 unts are selected as a smple random samplng wthout replacement from the remanng N 1 remanng unts n the populaton. The probabltes of selecton p for unt Statstcs Canada Catalogue No X

11 130 Hdroglou Km and Nambeu: A note on regresson estmaton wth unknown populaton sze s gven by p = x x. The frst order ncluson probablty for unt s gven by U 1 = N 1 N n p n 1.. Sampford samplng (see Sampford 1967): The algorthm for selectng the sample s carred out as follows. The frst unt s selected wth probablty p = x x U and the remanng n 1 unts are selected wth replacement wth probablty = 1 np 1 p. If any of the unts are selected more than once the procedure s repeated untl all elements of the sample are dfferent. The probablty of ncluson of the frst order s gven by = np. 3. Posson samplng: Each unt s selected ndependently resultng n a random sample sze. The probablty of selectng unt s p = x x. The ncluson probablty assocated wth U unt s = np. A good descrpton of ths procedure can be found n Särndal et al. (199). The total of = y U was the parameter of nterest. Based on each of these samplng schemes we selected R = 000 Monte Carlo samples of sze n = 50. Estmators n Table 4.1 were then computed for each sample. The performance of the estmators was then assessed usng the Relatve Bas the Monte Carlo Relatve Effcency and the Approxmate Relatve Effcency as descrbed by the equatons (4.1) (4.) and (4.3) respectvely. 4. Smulaton 1 results Smulaton results are presented n Table 4.3. All estmators studed are approxmately unbased and ther relatve bas s smaller than 1%. We dscuss separately the approxmate relatve effcency (AR) and the relatve effcency (RE) of the estmators when the populaton sze N s known and unknown. Case 1: Populaton sze N s known We compare the AR and the RE for the followng estmators n Table 4.3: GREG and P for each of the three samplng desgns. We can do so for almost all these estmators except for for the Mdzuno and the Sampford samplng schemes. In ths case we cannot compute B for a smlar reason as the one descrbed n Remark 3.. On the bass of both AR and RE the pseudo-optmal estmator s the most relable estmator regardless of the samplng scheme. It s close to the optmal estmator only n terms of AR. Both the RE and the AR of the optmal estmator were not as close as expected under the Mdzuno samplng desgn. The poor behavour of the RE of the optmal estmator has also been observed by Montanar (1998). Fgure 4. explans what s happenng. We observe that most estmates obtaned for the optmal estmator for the 000 Monte Carlo samples are close to the mean. However n some samples the estmates are qute far from t. Ths s n contrast to P the values are tghtly centered around the mean: note that the assocated RE and AR are qute close to one another. Statstcs Canada Catalogue No X

12 Survey Methodology June P estmators P estmators Replcates Replcates Fgure 4. Scatter plots of Monte Carlo estmators under the Mdzuno Samplng Desgn. The optmal estmator s equvalent to the pseudo-optmal estmator P n the case of Posson samplng scheme. Recall that the optmal estmator used x = 1 x as auxlary data. The optmal estmator used x = 1 x as auxlary data. The addton of the has sgnfcantly mproved the effcency of the optmal estmator for the Posson samplng scheme. Sngh and Raghunath (011) used 1 when N was known but dd not nclude t as a control count. Nonetheless they observed that 1 was qute comparable to GREG n terms of AR and RB for the Mdzuno samplng desgn. The reason for ths s that ths samplng scheme s qute close to smple random samplng wthout replacement. However usng these two measures 1 s by far the worst estmator for the other two samplng schemes. Case : Populaton sze N s unknown Fve estmators are reported n Table 4.3 for ths case. However as s qute close to K and P we comment on the results obtaned for 1 1 and. Estmators 1 1 and were very smlar n terms of relatve effcency and approxmate relatve effcency for the Mdzuno samplng desgn. For the Sampford samplng scheme 1 and P were comparable and slghtly better than 1. Under the Posson samplng scheme 1 and outperformed 1. We can also see that 1 was very neffcent wth an RE at least 10 tmes larger than those assocated wth or P. Note that was better than 1 : ths s reasonable as uses two auxlary varables as 1 uses the sngle auxlary varable x. Statstcs Canada Catalogue No X

13 13 Hdroglou Km and Nambeu: A note on regresson estmaton wth unknown populaton sze Table 4.3 Comparson of estmators n terms of relatve bas and relatve effcences Populaton sze known GREG Populaton sze unknown Ŷ Ŷ P 1 1 K P Mdzuno RB (n %) RE AR Sampford RB (n %) RE AR Posson RB (n %) RE AR Note: We do not provde results for and K for the Mdzuno and Sampford desgns because the varance-covarance matrx s not nvertble. 4.3 Smulaton The performance of the estmators was assessed for dfferent values of the ntercept n the model. We restrcted ourselves to the Posson samplng desgn to llustrate Remark.1 n Secton : that s the effcency of deterorates as the ntercept gets bgger. The populaton was generated accordng to the followng model y = a x e. (4.4) The e values were generated from a normal dstrbuton wth mean 0 and varance =1. The x values were generated accordng to a ch-square dstrbuton wth one degree of freedom. Three populatons of sze N 5000 were generated usng (4.4) wth dfferent values of the ntercept a. Note that x values were re-generated for each populaton. The three populatons were labelled as A B and C dependng on the ntercept used. The ntercept values were set to 3 5 and 10 respectvely for populatons A B and C. From each of these populatons we drew R = 000 Monte Carlo samples wth expected sample sze n = 50 usng the Posson samplng desgn. The frst ncluson probablty was set equal to = nz z U for each unt. The z values were generated accordng to the followng model z =0.5 y u u was a random error generated accordng to an exponental dstrbuton wth mean k equals to 0.5 or Smulaton results Numercal results are gven n Table 4.4 for k = 1 and Table 4.5 for k = 0.5. All estmators are approxmately unbased wth relatve bases smaller than 1%. Statstcs Canada Catalogue No X

14 Survey Methodology June Case 1: Populaton sze N s known As expected both optmal estmators and are more effcent than GREG. The optmal estmator based on 1 x s slghtly better than GREG. The ncluson of the addtonal varable resultng n yelds sgnfcant gans n terms of RE and AR : these gans decrease as the ntercept gets larger. Once more 1 s qute neffcent and as noted n Remark.1 ths neffcency ncreases as the ntercept gets larger. The prevous observatons are vald regardless of k. The effcency of both optmal estmators and decreases as k gets smaller. Case : Populaton sze N unknown The most effcent estmator s. It outperforms 1 as t uses more auxlary varables. Estmator 1 s by far the most neffcent one. As the ntercept n the populaton model ncreases the relatve effcency (both n terms of RE and AR s farly stable for. On the other hand the relatve effcences assocated wth 1 and 1 deterorate rapdly as the ntercept n the populaton model ncreases. The effect of k on the effcences of the estmators s as descrbed when the populaton sze s known. Table 4.4 Relatve bas and relatve effcences of the estmators for k =1under Posson samplng desgn Intercept Populaton sze known Populaton sze unknown GREG Ŷ P 1 1 K P 3 RB (n %) RE AR RB (n %) RE AR RB (n %) RE AR Table 4.5 Relatve bas and relatve effcences of the estmators for k =0.5under Posson samplng desgn Intercept Populaton sze known Populaton sze unknown GREG P 1 1 K P 3 RB (n %) RE AR RB (n %) RE AR RB (n %) RE AR Statstcs Canada Catalogue No X

15 134 Hdroglou Km and Nambeu: A note on regresson estmaton wth unknown populaton sze 5 Conclusons The regresson estmator can be qute effcent f the auxlary data that t uses are well correlated wth the varable of nterest. Furthermore t requres that populaton totals correspondng to the auxlary varables are avalable. In ths artcle we nvestgated the behavor of the regresson estmator proposed by Sngh and Raghunath (011). Ths estmator uses estmated populaton count as a control total and the known populaton totals for the auxlary varables. We compared t to the Generalzed Regresson estmator GREG ts optmal analogue and to an alternatve estmator that uses the frstorder ncluson probabltes and auxlary data for whch the populaton totals are known. As the optmal regresson estmator requres the computaton of second-order ncluson probabltes we also ncluded a pseudo-optmal estmator P that does not requre them. We nvestgated the propertes of these estmators n terms of bas and effcency va a smulaton that ncluded varous samplng desgns and dfferent values of the ntercept n the model for a generated artfcal populaton. We compared the results when the populaton sze was known and unknown. When the populaton sze s known the most effcent estmator s the optmal estmator. However snce ths estmator can be unstable the pseudo-optmal estmator P s a good alternatve to t. Ths s n lne wth Rao (1994) who favoured the optmal estmator P over the Generalzed Regresson estmator GREG. The Sngh and Raghunath (011) proposton to use s not vable as t can be qute neffcent. When the populaton sze s not known the alternatve regresson estmator s the best one to use. Acknowledgements The authors kndly acknowledge suggestons for mproved readablty provded by the Assocate Edtor and the referees. References Cassel C.M. Särndal C.-E. and Wretman J.H. (1976). Some results on generalzed dfference estmators and generalzed regresson estmaton for fnte populatons. Bometrka Fuller W.A. (009). Samplng Statstcs. New ork: John Wley & Sons Inc. Horvtz D.G. and Thompson D.J. (195). A generalzaton of samplng wthout replacement from a fnte unverse. Journal of the Amercan Statstcal Assocaton Isak C.T. and Fuller W.A. (198). Survey desgn under the regresson superpopulaton model. Journal of the Amercan Statstcal Assocaton Mdzuno H. (195). On the samplng system wth probablty proportonal to sum of sze. Annals of the Insttute of Statstcal Mathematcs Statstcs Canada Catalogue No X

16 Survey Methodology June Montanar G.E. (1987). Post-samplng effcent QR-predcton n large-scale surveys. Internatonal Statstcal Revew Montanar G.E. (1998). On regresson estmaton of fnte populaton means. Survey Methodology Rao J.N.K. (1994). Estmatng totals and dstrbuton functons usng auxlary data nformaton at the estmaton stage. Journal of Offcal Statstcs 10() Rosner B. (006). Fundamentals of Bostatstcs. Sxth edton Duxbury Press. Sampford M.R. (1967). On samplng wthout replacement wth unequal probabltes of secton. Bometrka Särndal C.-E. Swensson B. and Wretman J. (199). Model Asssted Survey Samplng. New ork: Sprnger-Verlag. Sngh S. and Raghunath A. (011). On calbraton of desgn weghts. METRON Internatonal Journal of Statstcs vol. LXIX Statstcs Canada Catalogue No X

Efficient nonresponse weighting adjustment using estimated response probability

Efficient nonresponse weighting adjustment using estimated response probability Effcent nonresponse weghtng adjustment usng estmated response probablty Jae Kwang Km Department of Appled Statstcs, Yonse Unversty, Seoul, 120-749, KOREA Key Words: Regresson estmator, Propensty score,

More information

Estimation: Part 2. Chapter GREG estimation

Estimation: Part 2. Chapter GREG estimation Chapter 9 Estmaton: Part 2 9. GREG estmaton In Chapter 8, we have seen that the regresson estmator s an effcent estmator when there s a lnear relatonshp between y and x. In ths chapter, we generalzed the

More information

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4) I. Classcal Assumptons Econ7 Appled Econometrcs Topc 3: Classcal Model (Studenmund, Chapter 4) We have defned OLS and studed some algebrac propertes of OLS. In ths topc we wll study statstcal propertes

More information

Statistics for Business and Economics

Statistics for Business and Economics Statstcs for Busness and Economcs Chapter 11 Smple Regresson Copyrght 010 Pearson Educaton, Inc. Publshng as Prentce Hall Ch. 11-1 11.1 Overvew of Lnear Models n An equaton can be ft to show the best lnear

More information

Economics 130. Lecture 4 Simple Linear Regression Continued

Economics 130. Lecture 4 Simple Linear Regression Continued Economcs 130 Lecture 4 Contnued Readngs for Week 4 Text, Chapter and 3. We contnue wth addressng our second ssue + add n how we evaluate these relatonshps: Where do we get data to do ths analyss? How do

More information

Comparison of Regression Lines

Comparison of Regression Lines STATGRAPHICS Rev. 9/13/2013 Comparson of Regresson Lnes Summary... 1 Data Input... 3 Analyss Summary... 4 Plot of Ftted Model... 6 Condtonal Sums of Squares... 6 Analyss Optons... 7 Forecasts... 8 Confdence

More information

Department of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6

Department of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6 Department of Quanttatve Methods & Informaton Systems Tme Seres and Ther Components QMIS 30 Chapter 6 Fall 00 Dr. Mohammad Zanal These sldes were modfed from ther orgnal source for educatonal purpose only.

More information

Chapter 2 - The Simple Linear Regression Model S =0. e i is a random error. S β2 β. This is a minimization problem. Solution is a calculus exercise.

Chapter 2 - The Simple Linear Regression Model S =0. e i is a random error. S β2 β. This is a minimization problem. Solution is a calculus exercise. Chapter - The Smple Lnear Regresson Model The lnear regresson equaton s: where y + = β + β e for =,..., y and are observable varables e s a random error How can an estmaton rule be constructed for the

More information

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010 Parametrc fractonal mputaton for mssng data analyss Jae Kwang Km Survey Workng Group Semnar March 29, 2010 1 Outlne Introducton Proposed method Fractonal mputaton Approxmaton Varance estmaton Multple mputaton

More information

Statistics for Economics & Business

Statistics for Economics & Business Statstcs for Economcs & Busness Smple Lnear Regresson Learnng Objectves In ths chapter, you learn: How to use regresson analyss to predct the value of a dependent varable based on an ndependent varable

More information

STAT 3008 Applied Regression Analysis

STAT 3008 Applied Regression Analysis STAT 3008 Appled Regresson Analyss Tutoral : Smple Lnear Regresson LAI Chun He Department of Statstcs, The Chnese Unversty of Hong Kong 1 Model Assumpton To quantfy the relatonshp between two factors,

More information

Chapter 11: Simple Linear Regression and Correlation

Chapter 11: Simple Linear Regression and Correlation Chapter 11: Smple Lnear Regresson and Correlaton 11-1 Emprcal Models 11-2 Smple Lnear Regresson 11-3 Propertes of the Least Squares Estmators 11-4 Hypothess Test n Smple Lnear Regresson 11-4.1 Use of t-tests

More information

Lecture 6: Introduction to Linear Regression

Lecture 6: Introduction to Linear Regression Lecture 6: Introducton to Lnear Regresson An Manchakul amancha@jhsph.edu 24 Aprl 27 Lnear regresson: man dea Lnear regresson can be used to study an outcome as a lnear functon of a predctor Example: 6

More information

Multivariate Ratio Estimator of the Population Total under Stratified Random Sampling

Multivariate Ratio Estimator of the Population Total under Stratified Random Sampling Open Journal of Statstcs, 0,, 300-304 ttp://dx.do.org/0.436/ojs.0.3036 Publsed Onlne July 0 (ttp://www.scrp.org/journal/ojs) Multvarate Rato Estmator of te Populaton Total under Stratfed Random Samplng

More information

x = , so that calculated

x = , so that calculated Stat 4, secton Sngle Factor ANOVA notes by Tm Plachowsk n chapter 8 we conducted hypothess tests n whch we compared a sngle sample s mean or proporton to some hypotheszed value Chapter 9 expanded ths to

More information

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands Content. Inference on Regresson Parameters a. Fndng Mean, s.d and covarance amongst estmates.. Confdence Intervals and Workng Hotellng Bands 3. Cochran s Theorem 4. General Lnear Testng 5. Measures of

More information

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 30 Multcollnearty Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur 2 Remedes for multcollnearty Varous technques have

More information

A Comparative Study for Estimation Parameters in Panel Data Model

A Comparative Study for Estimation Parameters in Panel Data Model A Comparatve Study for Estmaton Parameters n Panel Data Model Ahmed H. Youssef and Mohamed R. Abonazel hs paper examnes the panel data models when the regresson coeffcents are fxed random and mxed and

More information

/ n ) are compared. The logic is: if the two

/ n ) are compared. The logic is: if the two STAT C141, Sprng 2005 Lecture 13 Two sample tests One sample tests: examples of goodness of ft tests, where we are testng whether our data supports predctons. Two sample tests: called as tests of ndependence

More information

Negative Binomial Regression

Negative Binomial Regression STATGRAPHICS Rev. 9/16/2013 Negatve Bnomal Regresson Summary... 1 Data Input... 3 Statstcal Model... 3 Analyss Summary... 4 Analyss Optons... 7 Plot of Ftted Model... 8 Observed Versus Predcted... 10 Predctons...

More information

Conditional and unconditional models in modelassisted estimation of finite population totals

Conditional and unconditional models in modelassisted estimation of finite population totals Unversty of Wollongong Research Onlne Faculty of Informatcs - Papers Archve) Faculty of Engneerng and Informaton Scences 2011 Condtonal and uncondtonal models n modelasssted estmaton of fnte populaton

More information

x i1 =1 for all i (the constant ).

x i1 =1 for all i (the constant ). Chapter 5 The Multple Regresson Model Consder an economc model where the dependent varable s a functon of K explanatory varables. The economc model has the form: y = f ( x,x,..., ) xk Approxmate ths by

More information

An (almost) unbiased estimator for the S-Gini index

An (almost) unbiased estimator for the S-Gini index An (almost unbased estmator for the S-Gn ndex Thomas Demuynck February 25, 2009 Abstract Ths note provdes an unbased estmator for the absolute S-Gn and an almost unbased estmator for the relatve S-Gn for

More information

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models Computaton of Hgher Order Moments from Two Multnomal Overdsperson Lkelhood Models BY J. T. NEWCOMER, N. K. NEERCHAL Department of Mathematcs and Statstcs, Unversty of Maryland, Baltmore County, Baltmore,

More information

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding Recall: man dea of lnear regresson Lecture 9: Lnear regresson: centerng, hypothess testng, multple covarates, and confoundng Sandy Eckel seckel@jhsph.edu 6 May 8 Lnear regresson can be used to study an

More information

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding Lecture 9: Lnear regresson: centerng, hypothess testng, multple covarates, and confoundng Sandy Eckel seckel@jhsph.edu 6 May 008 Recall: man dea of lnear regresson Lnear regresson can be used to study

More information

e i is a random error

e i is a random error Chapter - The Smple Lnear Regresson Model The lnear regresson equaton s: where + β + β e for,..., and are observable varables e s a random error How can an estmaton rule be constructed for the unknown

More information

Lecture 3 Stat102, Spring 2007

Lecture 3 Stat102, Spring 2007 Lecture 3 Stat0, Sprng 007 Chapter 3. 3.: Introducton to regresson analyss Lnear regresson as a descrptve technque The least-squares equatons Chapter 3.3 Samplng dstrbuton of b 0, b. Contnued n net lecture

More information

Discussion of Extensions of the Gauss-Markov Theorem to the Case of Stochastic Regression Coefficients Ed Stanek

Discussion of Extensions of the Gauss-Markov Theorem to the Case of Stochastic Regression Coefficients Ed Stanek Dscusson of Extensons of the Gauss-arkov Theorem to the Case of Stochastc Regresson Coeffcents Ed Stanek Introducton Pfeffermann (984 dscusses extensons to the Gauss-arkov Theorem n settngs where regresson

More information

Linear Regression Analysis: Terminology and Notation

Linear Regression Analysis: Terminology and Notation ECON 35* -- Secton : Basc Concepts of Regresson Analyss (Page ) Lnear Regresson Analyss: Termnology and Notaton Consder the generc verson of the smple (two-varable) lnear regresson model. It s represented

More information

Chapter 9: Statistical Inference and the Relationship between Two Variables

Chapter 9: Statistical Inference and the Relationship between Two Variables Chapter 9: Statstcal Inference and the Relatonshp between Two Varables Key Words The Regresson Model The Sample Regresson Equaton The Pearson Correlaton Coeffcent Learnng Outcomes After studyng ths chapter,

More information

ANOMALIES OF THE MAGNITUDE OF THE BIAS OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE REGRESSION SLOPE

ANOMALIES OF THE MAGNITUDE OF THE BIAS OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE REGRESSION SLOPE P a g e ANOMALIES OF THE MAGNITUDE OF THE BIAS OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE REGRESSION SLOPE Darmud O Drscoll ¹, Donald E. Ramrez ² ¹ Head of Department of Mathematcs and Computer Studes

More information

Uncertainty as the Overlap of Alternate Conditional Distributions

Uncertainty as the Overlap of Alternate Conditional Distributions Uncertanty as the Overlap of Alternate Condtonal Dstrbutons Olena Babak and Clayton V. Deutsch Centre for Computatonal Geostatstcs Department of Cvl & Envronmental Engneerng Unversty of Alberta An mportant

More information

Statistics for Managers Using Microsoft Excel/SPSS Chapter 13 The Simple Linear Regression Model and Correlation

Statistics for Managers Using Microsoft Excel/SPSS Chapter 13 The Simple Linear Regression Model and Correlation Statstcs for Managers Usng Mcrosoft Excel/SPSS Chapter 13 The Smple Lnear Regresson Model and Correlaton 1999 Prentce-Hall, Inc. Chap. 13-1 Chapter Topcs Types of Regresson Models Determnng the Smple Lnear

More information

A Robust Method for Calculating the Correlation Coefficient

A Robust Method for Calculating the Correlation Coefficient A Robust Method for Calculatng the Correlaton Coeffcent E.B. Nven and C. V. Deutsch Relatonshps between prmary and secondary data are frequently quantfed usng the correlaton coeffcent; however, the tradtonal

More information

2016 Wiley. Study Session 2: Ethical and Professional Standards Application

2016 Wiley. Study Session 2: Ethical and Professional Standards Application 6 Wley Study Sesson : Ethcal and Professonal Standards Applcaton LESSON : CORRECTION ANALYSIS Readng 9: Correlaton and Regresson LOS 9a: Calculate and nterpret a sample covarance and a sample correlaton

More information

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction ECONOMICS 5* -- NOTE (Summary) ECON 5* -- NOTE The Multple Classcal Lnear Regresson Model (CLRM): Specfcaton and Assumptons. Introducton CLRM stands for the Classcal Lnear Regresson Model. The CLRM s also

More information

Durban Watson for Testing the Lack-of-Fit of Polynomial Regression Models without Replications

Durban Watson for Testing the Lack-of-Fit of Polynomial Regression Models without Replications Durban Watson for Testng the Lack-of-Ft of Polynomal Regresson Models wthout Replcatons Ruba A. Alyaf, Maha A. Omar, Abdullah A. Al-Shha ralyaf@ksu.edu.sa, maomar@ksu.edu.sa, aalshha@ksu.edu.sa Department

More information

Basic Business Statistics, 10/e

Basic Business Statistics, 10/e Chapter 13 13-1 Basc Busness Statstcs 11 th Edton Chapter 13 Smple Lnear Regresson Basc Busness Statstcs, 11e 009 Prentce-Hall, Inc. Chap 13-1 Learnng Objectves In ths chapter, you learn: How to use regresson

More information

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests Smulated of the Cramér-von Mses Goodness-of-Ft Tests Steele, M., Chaselng, J. and 3 Hurst, C. School of Mathematcal and Physcal Scences, James Cook Unversty, Australan School of Envronmental Studes, Grffth

More information

Exponential Type Product Estimator for Finite Population Mean with Information on Auxiliary Attribute

Exponential Type Product Estimator for Finite Population Mean with Information on Auxiliary Attribute Avalable at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 193-9466 Vol. 10, Issue 1 (June 015), pp. 106-113 Applcatons and Appled Mathematcs: An Internatonal Journal (AAM) Exponental Tpe Product Estmator

More information

Chapter 13: Multiple Regression

Chapter 13: Multiple Regression Chapter 13: Multple Regresson 13.1 Developng the multple-regresson Model The general model can be descrbed as: It smplfes for two ndependent varables: The sample ft parameter b 0, b 1, and b are used to

More information

LOW BIAS INTEGRATED PATH ESTIMATORS. James M. Calvin

LOW BIAS INTEGRATED PATH ESTIMATORS. James M. Calvin Proceedngs of the 007 Wnter Smulaton Conference S G Henderson, B Bller, M-H Hseh, J Shortle, J D Tew, and R R Barton, eds LOW BIAS INTEGRATED PATH ESTIMATORS James M Calvn Department of Computer Scence

More information

SIMPLE LINEAR REGRESSION

SIMPLE LINEAR REGRESSION Smple Lnear Regresson and Correlaton Introducton Prevousl, our attenton has been focused on one varable whch we desgnated b x. Frequentl, t s desrable to learn somethng about the relatonshp between two

More information

Testing for seasonal unit roots in heterogeneous panels

Testing for seasonal unit roots in heterogeneous panels Testng for seasonal unt roots n heterogeneous panels Jesus Otero * Facultad de Economía Unversdad del Rosaro, Colomba Jeremy Smth Department of Economcs Unversty of arwck Monca Gulett Aston Busness School

More information

A Monte Carlo Study for Swamy s Estimate of Random Coefficient Panel Data Model

A Monte Carlo Study for Swamy s Estimate of Random Coefficient Panel Data Model A Monte Carlo Study for Swamy s Estmate of Random Coeffcent Panel Data Model Aman Mousa, Ahmed H. Youssef and Mohamed R. Abonazel Department of Appled Statstcs and Econometrcs, Instute of Statstcal Studes

More information

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 31 Multcollnearty Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur 6. Rdge regresson The OLSE s the best lnear unbased

More information

Here is the rationale: If X and y have a strong positive relationship to one another, then ( x x) will tend to be positive when ( y y)

Here is the rationale: If X and y have a strong positive relationship to one another, then ( x x) will tend to be positive when ( y y) Secton 1.5 Correlaton In the prevous sectons, we looked at regresson and the value r was a measurement of how much of the varaton n y can be attrbuted to the lnear relatonshp between y and x. In ths secton,

More information

where I = (n x n) diagonal identity matrix with diagonal elements = 1 and off-diagonal elements = 0; and σ 2 e = variance of (Y X).

where I = (n x n) diagonal identity matrix with diagonal elements = 1 and off-diagonal elements = 0; and σ 2 e = variance of (Y X). 11.4.1 Estmaton of Multple Regresson Coeffcents In multple lnear regresson, we essentally solve n equatons for the p unnown parameters. hus n must e equal to or greater than p and n practce n should e

More information

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS Avalable onlne at http://sck.org J. Math. Comput. Sc. 3 (3), No., 6-3 ISSN: 97-537 COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

More information

Statistics MINITAB - Lab 2

Statistics MINITAB - Lab 2 Statstcs 20080 MINITAB - Lab 2 1. Smple Lnear Regresson In smple lnear regresson we attempt to model a lnear relatonshp between two varables wth a straght lne and make statstcal nferences concernng that

More information

Chapter 8 Indicator Variables

Chapter 8 Indicator Variables Chapter 8 Indcator Varables In general, e explanatory varables n any regresson analyss are assumed to be quanttatve n nature. For example, e varables lke temperature, dstance, age etc. are quanttatve n

More information

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number

More information

This column is a continuation of our previous column

This column is a continuation of our previous column Comparson of Goodness of Ft Statstcs for Lnear Regresson, Part II The authors contnue ther dscusson of the correlaton coeffcent n developng a calbraton for quanttatve analyss. Jerome Workman Jr. and Howard

More information

USE OF DOUBLE SAMPLING SCHEME IN ESTIMATING THE MEAN OF STRATIFIED POPULATION UNDER NON-RESPONSE

USE OF DOUBLE SAMPLING SCHEME IN ESTIMATING THE MEAN OF STRATIFIED POPULATION UNDER NON-RESPONSE STATISTICA, anno LXXV, n. 4, 015 USE OF DOUBLE SAMPLING SCHEME IN ESTIMATING THE MEAN OF STRATIFIED POPULATION UNDER NON-RESPONSE Manoj K. Chaudhary 1 Department of Statstcs, Banaras Hndu Unversty, Varanas,

More information

Non-Mixture Cure Model for Interval Censored Data: Simulation Study ABSTRACT

Non-Mixture Cure Model for Interval Censored Data: Simulation Study ABSTRACT Malaysan Journal of Mathematcal Scences 8(S): 37-44 (2014) Specal Issue: Internatonal Conference on Mathematcal Scences and Statstcs 2013 (ICMSS2013) MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES Journal

More information

A Bound for the Relative Bias of the Design Effect

A Bound for the Relative Bias of the Design Effect A Bound for the Relatve Bas of the Desgn Effect Alberto Padlla Banco de Méxco Abstract Desgn effects are typcally used to compute sample szes or standard errors from complex surveys. In ths paper, we show

More information

Properties of Least Squares

Properties of Least Squares Week 3 3.1 Smple Lnear Regresson Model 3. Propertes of Least Squares Estmators Y Y β 1 + β X + u weekly famly expendtures X weekly famly ncome For a gven level of x, the expected level of food expendtures

More information

Generalized Linear Methods

Generalized Linear Methods Generalzed Lnear Methods 1 Introducton In the Ensemble Methods the general dea s that usng a combnaton of several weak learner one could make a better learner. More formally, assume that we have a set

More information

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics ECOOMICS 35*-A Md-Term Exam -- Fall Term 000 Page of 3 pages QUEE'S UIVERSITY AT KIGSTO Department of Economcs ECOOMICS 35* - Secton A Introductory Econometrcs Fall Term 000 MID-TERM EAM ASWERS MG Abbott

More information

Statistics for Managers Using Microsoft Excel/SPSS Chapter 14 Multiple Regression Models

Statistics for Managers Using Microsoft Excel/SPSS Chapter 14 Multiple Regression Models Statstcs for Managers Usng Mcrosoft Excel/SPSS Chapter 14 Multple Regresson Models 1999 Prentce-Hall, Inc. Chap. 14-1 Chapter Topcs The Multple Regresson Model Contrbuton of Indvdual Independent Varables

More information

STATISTICS QUESTIONS. Step by Step Solutions.

STATISTICS QUESTIONS. Step by Step Solutions. STATISTICS QUESTIONS Step by Step Solutons www.mathcracker.com 9//016 Problem 1: A researcher s nterested n the effects of famly sze on delnquency for a group of offenders and examnes famles wth one to

More information

Econ Statistical Properties of the OLS estimator. Sanjaya DeSilva

Econ Statistical Properties of the OLS estimator. Sanjaya DeSilva Econ 39 - Statstcal Propertes of the OLS estmator Sanjaya DeSlva September, 008 1 Overvew Recall that the true regresson model s Y = β 0 + β 1 X + u (1) Applyng the OLS method to a sample of data, we estmate

More information

Psychology 282 Lecture #24 Outline Regression Diagnostics: Outliers

Psychology 282 Lecture #24 Outline Regression Diagnostics: Outliers Psychology 282 Lecture #24 Outlne Regresson Dagnostcs: Outlers In an earler lecture we studed the statstcal assumptons underlyng the regresson model, ncludng the followng ponts: Formal statement of assumptons.

More information

Statistics II Final Exam 26/6/18

Statistics II Final Exam 26/6/18 Statstcs II Fnal Exam 26/6/18 Academc Year 2017/18 Solutons Exam duraton: 2 h 30 mn 1. (3 ponts) A town hall s conductng a study to determne the amount of leftover food produced by the restaurants n the

More information

Bayesian predictive Configural Frequency Analysis

Bayesian predictive Configural Frequency Analysis Psychologcal Test and Assessment Modelng, Volume 54, 2012 (3), 285-292 Bayesan predctve Confgural Frequency Analyss Eduardo Gutérrez-Peña 1 Abstract Confgural Frequency Analyss s a method for cell-wse

More information

Polynomial Regression Models

Polynomial Regression Models LINEAR REGRESSION ANALYSIS MODULE XII Lecture - 6 Polynomal Regresson Models Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur Test of sgnfcance To test the sgnfcance

More information

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA 4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected

More information

A Design Effect Measure for Calibration Weighting in Cluster Samples

A Design Effect Measure for Calibration Weighting in Cluster Samples JSM 04 - Survey Research Methods Secton A Desgn Effect Measure for Calbraton Weghtng n Cluster Samples Kmberly Henry and Rchard Vallant Statstcs of Income, Internal Revenue Servce 77 K Street, E, Washngton,

More information

Time-Varying Systems and Computations Lecture 6

Time-Varying Systems and Computations Lecture 6 Tme-Varyng Systems and Computatons Lecture 6 Klaus Depold 14. Januar 2014 The Kalman Flter The Kalman estmaton flter attempts to estmate the actual state of an unknown dscrete dynamcal system, gven nosy

More information

REPLICATION VARIANCE ESTIMATION UNDER TWO-PHASE SAMPLING IN THE PRESENCE OF NON-RESPONSE

REPLICATION VARIANCE ESTIMATION UNDER TWO-PHASE SAMPLING IN THE PRESENCE OF NON-RESPONSE STATISTICA, anno LXXIV, n. 3, 2014 REPLICATION VARIANCE ESTIMATION UNDER TWO-PHASE SAMPLING IN THE PRESENCE OF NON-RESPONSE Muqaddas Javed 1 Natonal College of Busness Admnstraton and Economcs, Lahore,

More information

RELIABILITY ASSESSMENT

RELIABILITY ASSESSMENT CHAPTER Rsk Analyss n Engneerng and Economcs RELIABILITY ASSESSMENT A. J. Clark School of Engneerng Department of Cvl and Envronmental Engneerng 4a CHAPMAN HALL/CRC Rsk Analyss for Engneerng Department

More information

Population element: 1 2 N. 1.1 Sampling with Replacement: Hansen-Hurwitz Estimator(HH)

Population element: 1 2 N. 1.1 Sampling with Replacement: Hansen-Hurwitz Estimator(HH) Chapter 1 Samplng wth Unequal Probabltes Notaton: Populaton element: 1 2 N varable of nterest Y : y1 y2 y N Let s be a sample of elements drawn by a gven samplng method. In other words, s s a subset of

More information

On Outlier Robust Small Area Mean Estimate Based on Prediction of Empirical Distribution Function

On Outlier Robust Small Area Mean Estimate Based on Prediction of Empirical Distribution Function On Outler Robust Small Area Mean Estmate Based on Predcton of Emprcal Dstrbuton Functon Payam Mokhtaran Natonal Insttute of Appled Statstcs Research Australa Unversty of Wollongong Small Area Estmaton

More information

Nonparametric Regression Estimation. of Finite Population Totals. under Two-Stage Sampling

Nonparametric Regression Estimation. of Finite Population Totals. under Two-Stage Sampling Nonparametrc Regresson Estmaton of Fnte Populaton Totals under Two-Stage Samplng J-Yeon Km Iowa State Unversty F. Jay Bredt Colorado State Unversty Jean D. Opsomer Iowa State Unversty ay 21, 2003 Abstract

More information

Statistics Chapter 4

Statistics Chapter 4 Statstcs Chapter 4 "There are three knds of les: les, damned les, and statstcs." Benjamn Dsrael, 1895 (Brtsh statesman) Gaussan Dstrbuton, 4-1 If a measurement s repeated many tmes a statstcal treatment

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

Composite Hypotheses testing

Composite Hypotheses testing Composte ypotheses testng In many hypothess testng problems there are many possble dstrbutons that can occur under each of the hypotheses. The output of the source s a set of parameters (ponts n a parameter

More information

Lecture 4 Hypothesis Testing

Lecture 4 Hypothesis Testing Lecture 4 Hypothess Testng We may wsh to test pror hypotheses about the coeffcents we estmate. We can use the estmates to test whether the data rejects our hypothess. An example mght be that we wsh to

More information

Small Area Estimation for Business Surveys

Small Area Estimation for Business Surveys ASA Secton on Survey Research Methods Small Area Estmaton for Busness Surveys Hukum Chandra Southampton Statstcal Scences Research Insttute, Unversty of Southampton Hghfeld, Southampton-SO17 1BJ, U.K.

More information

Lecture 2: Prelude to the big shrink

Lecture 2: Prelude to the big shrink Lecture 2: Prelude to the bg shrnk Last tme A slght detour wth vsualzaton tools (hey, t was the frst day... why not start out wth somethng pretty to look at?) Then, we consdered a smple 120a-style regresson

More information

Using the estimated penetrances to determine the range of the underlying genetic model in casecontrol

Using the estimated penetrances to determine the range of the underlying genetic model in casecontrol Georgetown Unversty From the SelectedWorks of Mark J Meyer 8 Usng the estmated penetrances to determne the range of the underlyng genetc model n casecontrol desgn Mark J Meyer Neal Jeffres Gang Zheng Avalable

More information

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method Appled Mathematcal Scences, Vol. 7, 0, no. 47, 07-0 HIARI Ltd, www.m-hkar.com Comparson of the Populaton Varance Estmators of -Parameter Exponental Dstrbuton Based on Multple Crtera Decson Makng Method

More information

β0 + β1xi. You are interested in estimating the unknown parameters β

β0 + β1xi. You are interested in estimating the unknown parameters β Ordnary Least Squares (OLS): Smple Lnear Regresson (SLR) Analytcs The SLR Setup Sample Statstcs Ordnary Least Squares (OLS): FOCs and SOCs Back to OLS and Sample Statstcs Predctons (and Resduals) wth OLS

More information

Queueing Networks II Network Performance

Queueing Networks II Network Performance Queueng Networks II Network Performance Davd Tpper Assocate Professor Graduate Telecommuncatons and Networkng Program Unversty of Pttsburgh Sldes 6 Networks of Queues Many communcaton systems must be modeled

More information

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems Numercal Analyss by Dr. Anta Pal Assstant Professor Department of Mathematcs Natonal Insttute of Technology Durgapur Durgapur-713209 emal: anta.bue@gmal.com 1 . Chapter 5 Soluton of System of Lnear Equatons

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Experment-I MODULE VII LECTURE - 3 ANALYSIS OF COVARIANCE Dr Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur Any scentfc experment s performed

More information

Computing MLE Bias Empirically

Computing MLE Bias Empirically Computng MLE Bas Emprcally Kar Wa Lm Australan atonal Unversty January 3, 27 Abstract Ths note studes the bas arses from the MLE estmate of the rate parameter and the mean parameter of an exponental dstrbuton.

More information

Lecture Notes for STATISTICAL METHODS FOR BUSINESS II BMGT 212. Chapters 14, 15 & 16. Professor Ahmadi, Ph.D. Department of Management

Lecture Notes for STATISTICAL METHODS FOR BUSINESS II BMGT 212. Chapters 14, 15 & 16. Professor Ahmadi, Ph.D. Department of Management Lecture Notes for STATISTICAL METHODS FOR BUSINESS II BMGT 1 Chapters 14, 15 & 16 Professor Ahmad, Ph.D. Department of Management Revsed August 005 Chapter 14 Formulas Smple Lnear Regresson Model: y =

More information

Introduction to Regression

Introduction to Regression Introducton to Regresson Dr Tom Ilvento Department of Food and Resource Economcs Overvew The last part of the course wll focus on Regresson Analyss Ths s one of the more powerful statstcal technques Provdes

More information

UNIVERSITY OF TORONTO Faculty of Arts and Science. December 2005 Examinations STA437H1F/STA1005HF. Duration - 3 hours

UNIVERSITY OF TORONTO Faculty of Arts and Science. December 2005 Examinations STA437H1F/STA1005HF. Duration - 3 hours UNIVERSITY OF TORONTO Faculty of Arts and Scence December 005 Examnatons STA47HF/STA005HF Duraton - hours AIDS ALLOWED: (to be suppled by the student) Non-programmable calculator One handwrtten 8.5'' x

More information

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U) Econ 413 Exam 13 H ANSWERS Settet er nndelt 9 deloppgaver, A,B,C, som alle anbefales å telle lkt for å gøre det ltt lettere å stå. Svar er gtt . Unfortunately, there s a prntng error n the hnt of

More information

Number of cases Number of factors Number of covariates Number of levels of factor i. Value of the dependent variable for case k

Number of cases Number of factors Number of covariates Number of levels of factor i. Value of the dependent variable for case k ANOVA Model and Matrx Computatons Notaton The followng notaton s used throughout ths chapter unless otherwse stated: N F CN Y Z j w W Number of cases Number of factors Number of covarates Number of levels

More information

[The following data appear in Wooldridge Q2.3.] The table below contains the ACT score and college GPA for eight college students.

[The following data appear in Wooldridge Q2.3.] The table below contains the ACT score and college GPA for eight college students. PPOL 59-3 Problem Set Exercses n Smple Regresson Due n class /8/7 In ths problem set, you are asked to compute varous statstcs by hand to gve you a better sense of the mechancs of the Pearson correlaton

More information

Sampling Theory MODULE VII LECTURE - 23 VARYING PROBABILITY SAMPLING

Sampling Theory MODULE VII LECTURE - 23 VARYING PROBABILITY SAMPLING Samplng heory MODULE VII LECURE - 3 VARYIG PROBABILIY SAMPLIG DR. SHALABH DEPARME OF MAHEMAICS AD SAISICS IDIA ISIUE OF ECHOLOGY KAPUR he smple random samplng scheme provdes a random sample where every

More information

Chapter 14 Simple Linear Regression

Chapter 14 Simple Linear Regression Chapter 4 Smple Lnear Regresson Chapter 4 - Smple Lnear Regresson Manageral decsons often are based on the relatonshp between two or more varables. Regresson analss can be used to develop an equaton showng

More information

UNR Joint Economics Working Paper Series Working Paper No Further Analysis of the Zipf Law: Does the Rank-Size Rule Really Exist?

UNR Joint Economics Working Paper Series Working Paper No Further Analysis of the Zipf Law: Does the Rank-Size Rule Really Exist? UNR Jont Economcs Workng Paper Seres Workng Paper No. 08-005 Further Analyss of the Zpf Law: Does the Rank-Sze Rule Really Exst? Fungsa Nota and Shunfeng Song Department of Economcs /030 Unversty of Nevada,

More information

Nonparametric model calibration estimation in survey sampling

Nonparametric model calibration estimation in survey sampling Ames February 18, 004 Nonparametrc model calbraton estmaton n survey samplng M. Govanna Ranall Department of Statstcs, Colorado State Unversty (Jont work wth G.E. Montanar, Dpartmento d Scenze Statstche,

More information

β0 + β1xi and want to estimate the unknown

β0 + β1xi and want to estimate the unknown SLR Models Estmaton Those OLS Estmates Estmators (e ante) v. estmates (e post) The Smple Lnear Regresson (SLR) Condtons -4 An Asde: The Populaton Regresson Functon B and B are Lnear Estmators (condtonal

More information

Introduction to Dummy Variable Regressors. 1. An Example of Dummy Variable Regressors

Introduction to Dummy Variable Regressors. 1. An Example of Dummy Variable Regressors ECONOMICS 5* -- Introducton to Dummy Varable Regressors ECON 5* -- Introducton to NOTE Introducton to Dummy Varable Regressors. An Example of Dummy Varable Regressors A model of North Amercan car prces

More information