非概率样本的模型辅助SCAD校准

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY
Zhanxu Liu, Chao-Cheng Tu, Yingli Pan
{"title":"非概率样本的模型辅助SCAD校准","authors":"Zhanxu Liu, Chao-Cheng Tu, Yingli Pan","doi":"10.1214/21-bjps506","DOIUrl":null,"url":null,"abstract":"Increasing costs and non-response rates of probability samples have provoked the extensive use of non-probability samples. However, non-probability samples are subject to selection bias, resulting in difficulty for inference. Calibration is a popular method to reduce selection bias in non-probability samples. When rich covariate information is available, a key problem is how to select covariates and estimate parameters in calibration for non-probability samples. In this paper, the model-assisted SCAD calibration is proposed to make population inference from non-probability samples. A parametric model between the study variable and covariates is first established. SCAD is then used to estimate the model parameters based on non-probability samples. The modified forward Kullback-Leibler distance is lastly explored to conduct calibration for non-probability samples based on the estimated parametric model. The theoretical properties of the model-assisted SCAD calibration estimator are further derived. Results from simulation studies show that the model-assisted SCAD calibration estimator yields the smallest bias and mean square error compared with other estimators. Also, a real data from the *Correspondence author: Yingli Pan, Email: panyingli220@163.com","PeriodicalId":51242,"journal":{"name":"Brazilian Journal of Probability and Statistics","volume":null,"pages":null},"PeriodicalIF":0.6000,"publicationDate":"2021-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Model-assisted SCAD calibration for non-probability samples\",\"authors\":\"Zhanxu Liu, Chao-Cheng Tu, Yingli Pan\",\"doi\":\"10.1214/21-bjps506\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Increasing costs and non-response rates of probability samples have provoked the extensive use of non-probability samples. However, non-probability samples are subject to selection bias, resulting in difficulty for inference. Calibration is a popular method to reduce selection bias in non-probability samples. When rich covariate information is available, a key problem is how to select covariates and estimate parameters in calibration for non-probability samples. In this paper, the model-assisted SCAD calibration is proposed to make population inference from non-probability samples. A parametric model between the study variable and covariates is first established. SCAD is then used to estimate the model parameters based on non-probability samples. The modified forward Kullback-Leibler distance is lastly explored to conduct calibration for non-probability samples based on the estimated parametric model. The theoretical properties of the model-assisted SCAD calibration estimator are further derived. Results from simulation studies show that the model-assisted SCAD calibration estimator yields the smallest bias and mean square error compared with other estimators. Also, a real data from the *Correspondence author: Yingli Pan, Email: panyingli220@163.com\",\"PeriodicalId\":51242,\"journal\":{\"name\":\"Brazilian Journal of Probability and Statistics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2021-11-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Brazilian Journal of Probability and Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/21-bjps506\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Brazilian Journal of Probability and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/21-bjps506","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0

摘要

不断增加的成本和概率样本的无响应率促使了非概率样本的广泛使用。然而,非概率样本存在选择偏差,导致推理困难。校准是非概率样本中减少选择偏差的常用方法。在协变量信息丰富的情况下,如何对非概率样本进行协变量选择和参数估计是一个关键问题。本文提出了一种模型辅助SCAD校准方法,从非概率样本中进行总体推断。首先建立了研究变量与协变量之间的参数化模型。然后利用SCAD来估计基于非概率样本的模型参数。最后探讨了基于估计参数模型的修正前向Kullback-Leibler距离对非概率样本进行校正。进一步推导了模型辅助SCAD校准估计器的理论性质。仿真结果表明,与其他估计方法相比,模型辅助SCAD校准估计方法的偏差和均方误差最小。另外,有一个真实数据来自*通讯作者:潘英利,Email: panyingli220@163.com
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Model-assisted SCAD calibration for non-probability samples
Increasing costs and non-response rates of probability samples have provoked the extensive use of non-probability samples. However, non-probability samples are subject to selection bias, resulting in difficulty for inference. Calibration is a popular method to reduce selection bias in non-probability samples. When rich covariate information is available, a key problem is how to select covariates and estimate parameters in calibration for non-probability samples. In this paper, the model-assisted SCAD calibration is proposed to make population inference from non-probability samples. A parametric model between the study variable and covariates is first established. SCAD is then used to estimate the model parameters based on non-probability samples. The modified forward Kullback-Leibler distance is lastly explored to conduct calibration for non-probability samples based on the estimated parametric model. The theoretical properties of the model-assisted SCAD calibration estimator are further derived. Results from simulation studies show that the model-assisted SCAD calibration estimator yields the smallest bias and mean square error compared with other estimators. Also, a real data from the *Correspondence author: Yingli Pan, Email: panyingli220@163.com
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
1.60
自引率
10.00%
发文量
30
审稿时长
>12 weeks
期刊介绍: The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes. More specifically, the following types of contributions will be considered: (i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects. (ii) Original articles developing theoretical results. (iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it. (iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信