复杂调查数据回归模型拟合的设计敏感方法

IF 11 Q1 STATISTICS & PROBABILITY
P. Kott
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引用次数: 5

摘要

在基于设计敏感模型的框架下,探讨了复杂调查数据与回归方程的拟合。标准模型的健壮版本假设,无论解释变量的值是多少,因变量与其基于模型的预测之间的差的期望值都为零。扩展模型仅假设差异与协变量不相关。除了主要采样单元之间的独立性外,两种模型下对这种差异的误差结构几乎没有假设。标准模型在实践中经常失败,但扩展模型很少失败。在这个框架下,传统的基于设计的伪最大似然框架中发展起来的一些方法,如拟合加权估计方程和夹心均方误差估计,被保留了下来,但它们的解释发生了变化。这里的观点对文献来说几乎没有什么新意。相反,我们的目标是收集这些想法,并将它们放入一个统一的概念框架中。回归模型。我们将探索另一种基于模型的框架,用于估计Kott(2007)中引入的回归模型,即
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A design-sensitive approach to fitting regression models with complex survey data
: Fitting complex survey data to regression equations is explored under a design-sensitive model-based framework. A robust version of the standard model assumes that the expected value of the difference between the dependent variable and its model-based prediction is zero no matter what the values of the explanatory variables. The extended model assumes only that the difference is uncorrelated with the covariates. Little is assumed about the error structure of this difference under either model other than independence across primary sampling units. The standard model often fails in practice, but the extended model very rarely does. Under this framework some of the methods developed in the conventional design-based, pseudo-maximum-likelihood framework, such as fitting weighted estimating equations and sandwich mean-squared-error estimation, are retained but their interpretations change. Few of the ideas here are new to the refereed literature. The goal instead is to collect those ideas and put them into a unified conceptual framework. regression models. We will explore an alternative model-based framework for estimating regression models introduced in Kott (2007) that is
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来源期刊
Statistics Surveys
Statistics Surveys STATISTICS & PROBABILITY-
CiteScore
11.70
自引率
0.00%
发文量
5
期刊介绍: Statistics Surveys publishes survey articles in theoretical, computational, and applied statistics. The style of articles may range from reviews of recent research to graduate textbook exposition. Articles may be broad or narrow in scope. The essential requirements are a well specified topic and target audience, together with clear exposition. Statistics Surveys is sponsored by the American Statistical Association, the Bernoulli Society, the Institute of Mathematical Statistics, and by the Statistical Society of Canada.
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