Improved Horvitz-Thompson estimator in survey sampling

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	Improved Horvitz-Thompson estimator in survey sampling
	Zong, Xianpeng 1; Zhu, Rong2 ; Zou, Guohua 1
刊名	SURVEY METHODOLOGY
	2019
卷号	45 期号:1 页码:165-184
关键词	Horvitz-Thompson estimator Inverse probability weighting Hard-threshold Robustness Unequal probability sampling Sampling without/with replacement Ratio estimator
ISSN号	0714-0045
英文摘要	The Horvitz-Thompson (HT) estimator is widely used in survey sampling. However, the variance of the HT estimator becomes large when the inclusion probabilities are highly heterogeneous. To overcome this shortcoming, in this paper we propose a hard-threshold method for the first-order inclusion probabilities. Specifically, we carefully choose a threshold value, then replace the inclusion probabilities smaller than the threshold by the threshold. Through this shrinkage strategy, we construct a new estimator called the improved Horvitz-Thompson (IHT) estimator to estimate the population total. The IHT estimator increases the estimation accuracy much although it brings a bias which is relatively small. We derive the IHT estimator's mean squared error and its unbiased estimator, and theoretically compare the IHT estimator with the HT estimator. We also apply our idea to construct an improved ratio estimator. We numerically analyze simulated and real data sets to illustrate that the proposed estimators are more efficient and robust than the classical estimators.
资助项目	National Natural Science Foundation of China[11529101] ; National Natural Science Foundation of China[11331011] ; Ministry of Science and Technology of China[2016YFB0502301]
WOS研究方向	Mathematical Methods In Social Sciences ; Mathematics
语种	英语
出版者	STATISTICS CANADA
WOS记录号	WOS:000467059100010
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/34679]
专题	系统科学研究所
通讯作者	Zhu, Rong
作者单位	1.Capital Normal Univ, Sch Math Sci, Beijing 100048, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Zong, Xianpeng,Zhu, Rong,Zou, Guohua. Improved Horvitz-Thompson estimator in survey sampling[J]. SURVEY METHODOLOGY,2019,45(1):165-184.
APA	Zong, Xianpeng,Zhu, Rong,&Zou, Guohua.(2019).Improved Horvitz-Thompson estimator in survey sampling.SURVEY METHODOLOGY,45(1),165-184.
MLA	Zong, Xianpeng,et al."Improved Horvitz-Thompson estimator in survey sampling".SURVEY METHODOLOGY 45.1(2019):165-184.