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Wyszukujesz frazę "bayes estimation" wg kryterium: Temat


Wyświetlanie 1-8 z 8
Tytuł:
Estimation of Parameters for Small Areas Using Hierarchical Bayes Method in the Case of Known Model Hyperparameters
Autorzy:
Kubacki, Jan
Powiązania:
https://bibliotekanauki.pl/articles/465703.pdf
Data publikacji:
2012
Wydawca:
Główny Urząd Statystyczny
Tematy:
Small area estimation
hierarchical Bayes estimation WinBUGS
Opis:
In the paper the method of parameters estimation using hierarchical Bayes (HB) method in the case of known model hyperparameters for a priori conditionals was presented. This approach has some advantage in comparison with subjective model parameters selection because of more simulation stability and allows obtaining estimates that has more regular distribution. As an example the data about average per capita income from Polish Household Budget Survey for counties (NUTS4) and auxiliary variables from Polish Tax Register (POLTAX) were used. The computation was done using WinBUGS software and R-project environment with R2WinBUGS package, which control the simulations in WinBUGS, and coda package, which allows performing the analysis of simulation results. In the paper sample code in R-project that can be used as a pattern for further similar applications was also presented. The efficiency of hierarchical Bayes estimation with other small area methods was compared. Such comparison was done for HB and EBLUP techniques, for which some consistency related to the precision of estimates obtained using both techniques was achieved.
Źródło:
Statistics in Transition new series; 2012, 13, 2; 261-278
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Statistical inference of exponential record data under Kullback-Leiber divergence measure
Autorzy:
Awwad, Raed R. Abu
Abufoudeh, Ghassan K.
Bdair, Omar M.
Powiązania:
https://bibliotekanauki.pl/articles/1194465.pdf
Data publikacji:
2019-07-02
Wydawca:
Główny Urząd Statystyczny
Tematy:
Bayes estimation
Bayes prediction
record values
Kullback-Leibler divergence measure
exponential distribution
Opis:
Based on one parameter exponential record data, we conduct statistical inferences (maximum likelihood estimator and Bayesian estimator) for the suggested model parameter. Our second aim is to predict the future (unobserved) records and to construct their corresponding prediction intervals based on observed set of records. In the estimation and prediction processes, we consider the square error loss and the Kullback-Leibler loss functions. Numerical simulations were conducted to evaluate the Bayesian point predictor for the future records. Finally, data analyses involving the times (in minutes) to breakdown of an insulating fluid between electrodes at voltage 34 kv have been performed to show the performance of the methods thus developed on estimation and prediction.
Źródło:
Statistics in Transition new series; 2019, 20, 2; 1-14
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Small Area Estimation of Income Under Spatial SAR Model
Autorzy:
Kubacki, Jan
Jędrzejczak, Alina
Powiązania:
https://bibliotekanauki.pl/articles/465667.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
small area estimation (SAE)
SAR model
hierarchical Bayes estimation
spatial empirical best linear unbiased predictor
Opis:
The paper presents the method of hierarchical Bayes (HB) estimation under small area models with spatially correlated random effects and a spatial structure implied by the Simultaneous Autoregressive (SAR) process. The idea was to improve the spatial EBLUP by incorporating the HB approach into the estimation algorithm. The computation procedure applied in the paper uses the concept of sampling from a posterior distribution under generalized linear mixed models implemented in WinBUGS software and adapts the idea of parameter estimation for small areas by means of the HB method in the case of known model hyperparameters. The illustration of the approach mentioned above was based on a real-world example concerning household income data. The precision of the direct estimators was determined using own three-stage procedure which employs Balanced Repeated Replication, bootstrap and Generalized Variance Function. Additional simulations were conducted to show the influence of the spatial autoregression coefficient on the estimation error reduction. The computations performed by ‘sae’ package for R project and a special procedure for WinBUGS reveal that the method provides reliable estimates of small area means. For high spatial correlation between domains, noticeable MSE reduction was observed, which seems more evident for HB-SAR method as compared with the traditional spatial EBLUP. In our opinion, the Gibbs sampler, revealing the simultaneous nature of processes, especially for random effects, can be a good starting point for the simulations based on stochastic SAR processes.
Źródło:
Statistics in Transition new series; 2016, 17, 3; 365-390
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new generalization of the Pareto distribution and its applications
Autorzy:
Almetwally, Ehab M.
Ahmad, Hanan A. Haj
Powiązania:
https://bibliotekanauki.pl/articles/1059040.pdf
Data publikacji:
2020-12-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
Marshall-Olkin distribution
alpha power transformation
maximum likelihood estimator
maximum product spacings
bayes estimation
simulation
Opis:
This paper introduces a new generalization of the Pareto distribution using the Marshall Olkin generator and the method of alpha power transformation. This new model has several desirable properties appropriate for modelling right skewed data. The Authors demonstrate how the hazard rate function and moments are obtained. Moreover, an estimation for the new model parameters is provided, through the application of the maximum likelihood and maximum product spacings methods, as well as the Bayesian estimation. Approximate confidence intervals are obtained by means of an asymptotic property of the maximum likelihood and maximum product spacings methods, while the Bayes credible intervals are found by using the Monte Carlo Markov Chain method under different loss functions. A simulation analysis is conducted to compare the estimation methods. Finally, the application of the proposed new distribution to three real-data examples is presented and its goodness-of-fit is demonstrated. In addition, comparisons to other models are made in order to prove the efficiency of the distribution in question.
Źródło:
Statistics in Transition new series; 2020, 21, 5; 61-84
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Development of Small Area Estimationin Official Statistics
Autorzy:
Kordos, Jan
Powiązania:
https://bibliotekanauki.pl/articles/466085.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
small area estimation
official statistics
sampling survey
direct estimation
indirect estimation
empirical Bayes estimator
hierarchical Bayes estimator
data quality
Opis:
The author begins with a general assessment of the mission of the National Statistics Institutes (NSIs), main producers of official statistics, which are obliged to deliver high quality statistical information on the state and evolution of the population, the economy, the society and the environment. These statistical results must be based on scientific principles and methods. They must be made available to the public, politics, economy and research for decision-making and information purposes. Next, before discussing general issues of small area estimation (SAE) in official statistics, the author reminds: the methods of sampling surveys, data collection, estimation procedures, and data quality assessment used for official statistics. Statistical information is published in different breakdowns with stable or even decreasing budget while being legally bound to control the response burden. Special attention is paid, from a practitioner point of view, to synthetic development of small area estimation in official statistics, beginning with international seminars and conferences devoted to SAE procedures and methods (starting with the Canadian symposium, 1985, and the Warsaw conference, 1992, to the Poznan conference, Poland, 2014), and some international projects (EURAREA, SAMPLE, BIAS, AMELI, ESSnet). Next, some aspects of development of SAE in official statistics are discussed. At the end some conclusions regarding quality of SAE procedures are considered.
Źródło:
Statistics in Transition new series; 2016, 17, 1; 105-132
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estymacja pośrednia wskaźników ubóstwa na poziomie powiatów
Indirect estimation of poverty indicators at poviat level
Autorzy:
Wawrowski, Łukasz
Powiązania:
https://bibliotekanauki.pl/articles/1046658.pdf
Data publikacji:
2020-08-31
Wydawca:
Główny Urząd Statystyczny
Tematy:
ubóstwo
estymacja pośrednia
empiryczna metoda bayesowska
poverty
small area estimation
empirical bayes method
Opis:
Dysponowanie szczegółowymi i precyzyjnymi danymi na temat ubóstwa na niskim poziomie agregacji przestrzennej jest ważne dla prowadzenia skutecznej polityki spójności. W Polsce tego typu informacje są gromadzone w ramach badań gospodarstw domowych, prowadzonych przez Główny Urząd Statystyczny, i udostępniane na poziomie kraju, regionów i wybranych grup społeczno-ekonomicznych. Oszacowania bezpośrednie w domenach, których badanie nie obejmuje, są obarczone dużym błędem szacunku. W sytuacji ograniczonej, w skrajnym przypadku zerowej, liczebności próby estymację umożliwia zastosowanie metod statystyki małych obszarów – estymacji pośredniej. Techniki te wykorzystują cechy silnie skorelowane z badanym zjawiskiem, pochodzące ze spisu powszechnego lub z rejestru administracyjnego. Celem badania omawianego w artykule jest estymacja dwóch wskaźników: stopy ubóstwa i głębokości ubóstwa na poziomie powiatów, z zastosowaniem empirycznej metody bayesowskiej (EB). Pierwszy wskaźnik informuje o skali zjawiska, a drugi – o jego intensywności, więc są one komplementarnymi miarami ubóstwa. W badaniu wykorzystano dane z Europejskiego Badania Dochodów i Warunków Życia przeprowadzonego w 2011 r. oraz Narodowego Spisu Powszechnego Ludności i Mieszkań 2011. Za pomocą metody EB, bazującej na liniowym modelu mieszanym i symulacjach Monte Carlo, uzyskano informacje o wielkości i intensywności ubóstwa na poziomie powiatów. Oszacowane w ten sposób wskaźniki pozwalają na ocenę zróżnicowania ubóstwa na poziomie lokalnym. Ponadto cechują się większą precyzją i zbieżnością z rejestrami administracyjnymi w porównaniu do rezultatów estymacji bezpośredniej.
The availability of detailed and precise data on poverty at a low level of spatial aggregation is important when pursuing an effective cohesion policy. In Poland, this type of information is gathered during household surveys conducted by Statistics Poland and is made available at country, region, and selected socio-economic group level. Direct estimates relating to domains not included in a survey are burdened with a serious estimation error. In a situation of a limited (or in extreme cases zero) sample size, an estimation becomes possible through the application of small area estimation methods – indirect estimation. These techniques use variables which are strongly correlated with the researched phenomenon and which come from a census or from an administrative register. The aim of the study discussed in the article is to estimate two indicators: the rate of poverty and the depth of poverty at a poviat level, with the application of the Empirical Bayes (EB) method. The first indicator provides information on the scale of the phenomenon and the other one on its intensity, and so they constitute complementary measures of poverty. The study used data from the European Union Statistics on Income and Living Conditions of 2011 and the National Census of Population and Housing 2011. Information about the scale and intensity of poverty at the poviat level was obtained through the adaptation of the EB method based on the linear mixed model and Monte Carlo simulations. The indicators estimated this way allow for an assessment of the diversity of poverty at a local level. In addition, they are more precise and consistent with administrative registers in comparison to direct estimation results.
Źródło:
Wiadomości Statystyczne. The Polish Statistician; 2020, 65, 8; 7-26
0043-518X
Pojawia się w:
Wiadomości Statystyczne. The Polish Statistician
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Policy-oriented inference and the analyst-client cooperation. An example from small-area statistics
Autorzy:
Longford, Nicholas T.
Powiązania:
https://bibliotekanauki.pl/articles/465834.pdf
Data publikacji:
2015
Wydawca:
Główny Urząd Statystyczny
Tematy:
composition
empirical Bayes
expected loss
borrowing strength
exploiting similarity
shrinkage
small-area estimation
Opis:
We show on an application to small-area statistics that efficient estimation is not always conducive to good policy decisions because the established inferential procedures have no capacity to incorporate the priorities and preferences of the policy makers and the related consequences of incorrect decisions. A method that addresses these deficiencies is described. We argue that elicitation of the perspectives of the client (sponsor) and their quantification are essential elements of the analysis because different estimators (decisions) are appropriate for different perspectives. An example of planning an intervention in a developing country’s districts with high rate of illiteracy is described. The example exposes the deficiencies of the general concept of efficiency and shows that the criterion for the quality of an estimator has to be formulated specifically for the problem at hand. In the problem, the established small-area estimators perform poorly because the minimum mean squared error is an inappropriate criterion.
Źródło:
Statistics in Transition new series; 2015, 16, 1; 65-82
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Two-Component Normal Mixture Alternative to the Fay-Herriot Model
Autorzy:
Chakraborty, Adrijo
Datta, Gauri Sankar
Mandal, Abhyuday
Powiązania:
https://bibliotekanauki.pl/articles/465632.pdf
Data publikacji:
2016
Wydawca:
Główny Urząd Statystyczny
Tematy:
Hierarchical Bayes
heavy-tail distribution
non-informative priors
robustness to outliers
small area estimation
Opis:
This article considers a robust hierarchical Bayesian approach to deal with random effects of small area means when some of these effects assume extreme values, resulting in outliers. In the presence of outliers, the standard Fay-Herriot model, used for modeling area-level data, under normality assumptions of random effects may overestimate the random effects variance, thus providing less than ideal shrinkage towards the synthetic regression predictions and inhibiting the borrowing of information. Even a small number of substantive outliers of random effects results in a large estimate of the random effects variance in the Fay-Herriot model, thereby achieving little shrinkage to the synthetic part of the model or little reduction in the posterior variance associated with the regular Bayes estimator for any of the small areas. While the scale mixture of normal distributions with a known mixing distribution for the random effects has been found to be effective in the presence of outliers, the solution depends on the mixing distribution. As a possible alternative solution to the problem, a two-component normal mixture model has been proposed, based on non-informative priors on the model variance parameters, regression coefficients and the mixing probability. Data analysis and simulation studies based on real, simulated and synthetic data show an advantage of the proposed method over the standard Bayesian Fay-Herriot solution derived under normality of random effects.
Źródło:
Statistics in Transition new series; 2016, 17, 1; 67-90
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-8 z 8

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