论文标题

对业务调查中小领域的强大估计

Robust estimation for small domains in business surveys

论文作者

Smith, Paul A., Bocci, Chiara, Tzavidis, Nikos, Krieg, Sabine, Smeets, Marc J. E.

论文摘要

小面积(或小领域)估计仍然很少用于业务统计数据,这是由于转移(例如营业额)的偏斜和可变性所带来的挑战。我们研究了一系列小面积估计方法,作为估计荷兰零售业中行业活动的基础。我们使用税收登记册数据和采样程序,该程序复制了荷兰统计零售部门的零售部门的结构业务调查,以研究小面积估计器的性质的基础。特别是,我们考虑在随机效应模型下使用EBLUP以及(a)在(a)一个随机效应模型下得出的EBLUP的变化,该模型包括对1级方差的复杂规范,以及(b)使用调查权重拟合的随机效应模型。尽管估计调查权重的考虑很重要,但在这种情况下,有影响力的数据点的影响仍然是主要的挑战。本文进一步探讨了在业务调查中使用异常稳健估计器的使用,特别是基于EBLUP,基于M回归的合成估计器和M量化小面积估计器的强大版本。小面积估计器的后一个家族包括强大的投影(不具有调查权重)和可靠的预测版本。 M量式方法具有最低的经验平方平方误差,并且比直接估计器要好得多,尽管关于如何在实践中选择调整偏置调整的调谐常数有一个开放的问题。该论文通过探索双重鲁棒的方法来做出进一步的贡献,该方法包括调查权重的使用以及在小面积估计中的异常鲁棒方法结合使用。

Small area (or small domain) estimation is still rarely applied in business statistics, because of challenges arising from the skewness and variability of variables such as turnover. We examine a range of small area estimation methods as the basis for estimating the activity of industries within the retail sector in the Netherlands. We use tax register data and a sampling procedure which replicates the sampling for the retail sector of Statistics Netherlands' Structural Business Survey as a basis for investigating the properties of small area estimators. In particular, we consider the use of the EBLUP under a random effects model and variations of the EBLUP derived under (a) a random effects model that includes a complex specification for the level 1 variance and (b) a random effects model that is fitted by using the survey weights. Although accounting for the survey weights in estimation is important, the impact of influential data points remains the main challenge in this case. The paper further explores the use of outlier robust estimators in business surveys, in particular a robust version of the EBLUP, M-regression based synthetic estimators, and M-quantile small area estimators. The latter family of small area estimators includes robust projective (without and with survey weights) and robust predictive versions. M-quantile methods have the lowest empirical mean squared error and are substantially better than direct estimators, though there is an open question about how to choose the tuning constant for bias adjustment in practice. The paper makes a further contribution by exploring a doubly robust approach comprising the use of survey weights in conjunction with outlier robust methods in small area estimation.

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