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    Wyświetlanie 1-8 z 8
    Tytuł:
    Estimation of Quadratic Finite Population Functions Using Calibration
    Autorzy:
    Pumputis, Dalius
    Čiginas, Andrius
    Powiązania:
    https://bibliotekanauki.pl/articles/465643.pdf
    Data publikacji:
    2011
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    calibrated estimator
    penalized calibration
    auxiliary variables
    approximate variance
    Opis:
    Since the quadratic finite population functions can be expressed as totals over a synthetic population consisting of some ordered pairs of elements of the initial population, the traditional and penalized calibration technique is used to derive some calibrated estimators of the quadratic finite population functions. A linear combination of estimators discussed is considered as well. A comparison of approximate variances of the calibrated estimators is also presented. A simulation study is performed to analyze the empirical properties of the calibrated estimators of the finite population variance and covariance which appear as special cases of the quadratic functions. It is shown also how the calibrated estimators of the population covariance (variance) can be applied in regression estimation of the finite population total.
    Źródło:
    Statistics in Transition new series; 2011, 12, 2; 309-330
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Evaluation of Selected Approaches to Clustering Categorical Variables
    Autorzy:
    Šulc, Zdeněk
    Powiązania:
    https://bibliotekanauki.pl/articles/465958.pdf
    Data publikacji:
    2014
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    variable clustering
    nominal variables
    association measures
    similarity measures.
    Opis:
    This paper focuses on recently proposed similarity measures and their performance in categorical variable clustering. It compares clustering results using three recently developed similarity measures (IOF, OF and Lin measures) with results obtained using two association measures for nominal variables (Cramér’s V and the uncertainty coefficient) and with the simple matching coefficient (the overlap measure). To eliminate the influence of a particular linkage method on the structure of final clusters, three linkage methods are examined (complete, single, average). The created groups (clusters) of variables can be considered as the basis for dimensionality reduction, e.g. by choosing one of the variables from a given group as a representative for the whole group. The quality of resulting clusters is evaluated by the within-cluster variability, expressed by the WCM coefficient, and by dendrogram analysis. The examined similarity measures are compared and evaluated using two real data sets from a social survey.
    Źródło:
    Statistics in Transition new series; 2014, 15, 4; 591-610
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Joint Calibration Estimator for dual frame surveys
    Autorzy:
    Elkasabi, Mahmoud A.
    Heeringa, Steven G.
    Lepkowski, James M.
    Powiązania:
    https://bibliotekanauki.pl/articles/465638.pdf
    Data publikacji:
    2015
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    dual-frame estimation
    calibration weighting
    auxiliary variables
    domain misclassification
    Opis:
    Many dual frame estimators have been proposed in the statistics literature. Some of these estimators are theoretically optimal but hard to apply in practice, whereas others are applicable but have larger variances than the first group. In this paper, a Joint Calibration Estimator (JCE) is proposed that is simple to apply in practice and meets many desirable properties for dual frame estimators. The JCE is asymptotically design unbiased conditional on the strong relationship between the estimation variable and the auxiliary variables employed in the calibration. The JCE achieves better performance when the auxiliary variables can fully explain the variability in the study variables or at least when the auxiliary variables are strong correlates of the estimation variables. As opposed to the standard dual frame estimators, the JCE does not require domain membership information. Even if included in the JCE auxiliary variables, the effect of the randomly misclassified domains does not exceed the random measurement error effect. Therefore, the JCE tends to be robust for the misclassified domains if included in the auxiliary variables. Meanwhile, the misclassified domains can significantly affect the unbiasedness of the standard dual frame estimators as proved theoretically and empirically in this paper.
    Źródło:
    Statistics in Transition new series; 2015, 16, 1; 7-36
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A General Family of Dual to Ratio-Cum-Product Estimator in Sample Surveys
    Autorzy:
    Singh, Rajesh
    Kumar, Mukesh
    Chauhan, Pankaj
    Sawan, Nirmala
    Smarandache, Florentin
    Powiązania:
    https://bibliotekanauki.pl/articles/465772.pdf
    Data publikacji:
    2011
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    Family of estimators
    auxiliary variables
    bias
    mean-squared error
    Opis:
    This paper presents a family of dual to ratio-cum-product estimators for the finite population mean. Under simple random sampling without replacement (SRSWOR) scheme, expressions of the bias and mean-squared error (MSE) up to the first order of approximation are derived. We show that the proposed family is more efficient than usual unbiased estimator, ratio estimator, product estimator, Singh estimator (1967), Srivenkataramana (1980) and Bandyopadhyaya estimator (1980) and Singh et al. (2005) estimator. An empirical study is carried out to illustrate the performance of the constructed estimator over others.
    Źródło:
    Statistics in Transition new series; 2011, 12, 3; 587-594
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A General Class of Mean Estimators Using Mixture of Auxiliary Variables for Two-Phase Sampling in the Presence of Non-Response
    Autorzy:
    Ahmad, Zahoor
    Zubair, Rahma
    Shahid, Ummara
    Powiązania:
    https://bibliotekanauki.pl/articles/465687.pdf
    Data publikacji:
    2014
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    non-response
    multi-auxiliary variables
    regression-cum-ratioexponential
    estimators
    no information case
    Opis:
    In this paper we have proposed a general class of estimators for two-phase sampling to estimate the population mean in the case when non-responses occur at the first phase. Furthermore, several continuous and categorical auxiliary variable(s) have been simultaneously used while constructing the class. Also, it is assumed that the information on all auxiliary variables is not available for population, which is often the case. The expressions of the mean square error of the suggested class have been derived and several special cases of the proposed class have been identified. The empirical study has also been conducted.
    Źródło:
    Statistics in Transition new series; 2014, 15, 4; 501-524
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    New Method of Variable Selection for Binary Data Cluster Analysis
    Autorzy:
    Korzeniewski, Jerzy
    Powiązania:
    https://bibliotekanauki.pl/articles/466036.pdf
    Data publikacji:
    2016
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    cluster analysis
    market segmentation
    selection of variables
    binary data
    k-means grouping
    Opis:
    Cluster analysis of binary data is a relatively poorly developed task in comparison with cluster analysis for data measured on stronger scales. For example, at the stage of variable selection one can use many methods arranged for arbitrary measurement scales but the results are usually of poor quality. In practice, the only methods dedicated for variable selection for binary data are the ones proposed by Brusco (2004), Dash et al. (2000) and Talavera (2000). In this paper the efficiency of these methods will be discussed with reference to the marketing type data of Dimitriadou et al. (2002). Moreover, the primary objective is a new proposal of variable selection method based on connecting the filtering of the input set of all variables with grouping of sets of variables similar with respect to similar groupings of objects. The new method is an attempt to link good features of two entirely different approaches to variable selection in cluster analysis, i.e. filtering methods and wrapper methods. The new method of variable selection returns best results when the classical k-means method of objects grouping is slightly modified.
    Źródło:
    Statistics in Transition new series; 2016, 17, 2; 295-304
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On Classes of Modified Ratio Type And Regression-Cum-Ratio Type Estimators in Sample Surveys Using Two Auxiliary Variables
    Autorzy:
    Swain, A. K. P. C.
    Powiązania:
    https://bibliotekanauki.pl/articles/465714.pdf
    Data publikacji:
    2012
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    ratio type estimators regression-cum-ratio type estimators simple random sampling
    auxiliary variables
    bias
    efficiency
    Opis:
    In this paper generalized classes of modified ratio type and regression-cum-ratio type estimators of the finite population mean of the study variable are suggested in the presence of two auxiliary variables in simple random sampling without replacement when the population means of the auxiliary variables are known in advance. Some special cases of the generalized estimators are compared with respect to their biases and efficiencies both theoretically and with the help of some natural populations.
    Źródło:
    Statistics in Transition new series; 2012, 13, 3; 473-494
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Testing hypotheses about structure of parameters in models with block compound symmetric covariance structure
    Autorzy:
    Zmyślony, Roman
    Kozioł, Arkadiusz
    Powiązania:
    https://bibliotekanauki.pl/articles/1194457.pdf
    Data publikacji:
    2019-07-02
    Wydawca:
    Główny Urząd Statystyczny
    Tematy:
    coordinate-free approach
    Jordan algebra
    multivariate model
    block compound symmetric covariance structure
    best unbiased estimators
    testing structure of mean vector
    testing independence of block variables
    Opis:
    In this article we deal with testing the hypotheses of the so-called structured mean vector and the structure of a covariance matrix. For testing the above mentioned hypotheses Jordan algebra properties are used and tests based on best quadratic unbiased estimators (BQUE) are constructed. For convenience coordinate-free approach (see Kruskal (1968) and Drygas (1970)) is used as a tool for characterization of best unbiased estimators and testing hypotheses. To obtain the test for mean vector, linear function of mean vector with the standard inner product in null hypothesis is changed into equivalent hypothesis about some quadratic function of mean parameters (it is shown that both hypotheses are equivalent and testable). In both tests the idea of the positive and negative part of quadratic estimators is applied to get the test, statistics which have F distribution under the null hypothesis. Finally, power functions of the obtained tests are compared with other known tests like LRT or Roy test. For some set for parameters in the model the presented tests have greater power than the above mentioned tests. In the article we present new results of coordinate-free approach and an overview of existing results for estimation and testing hypotheses about BCS models.
    Źródło:
    Statistics in Transition new series; 2019, 20, 2; 139-153
    1234-7655
    Pojawia się w:
    Statistics in Transition new series
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-8 z 8

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