A nonparametric regression approach to prediction in finite populations
A nonparametric regression approach to prediction in finite populations
Nonparametric regression provides an intuitive estimate of a regression function or conditional expectation without the restrictions imposed by parametric models. This is a particularly useful property since the rigidity of such parametric models is not always desirable. The application of nonparametric regression, in the univariate setting, is investigated in the context of predicting a finite population total. We propose, instead of parametric estimators of the finite population total, nonparametric regression estimators obtained by smoothing the data and interpolating the smooth to predict nonsample values. It is shown how such estimation can be more robust and efficient than inference tied to parametric regression models. The nonparametric regression estimators considered are classified as operational and model-based. They require the selection of a smoothing parameter which controls the smoothness of the resultant curve. Methods of choosing the smoothing parameter are discussed.
One important property that some of the estimators are shown to possess is `total preservation'. Suppose ^y = Sy, where S os a smoother matrix and ^y and y are vectors of estimated and observed y respectively. Then an estimator is said to be `total-preserving' if 1T^y = 1TSy = 1Ty. It is shown how, under repeated sampling, `total preserving' nonparametric regression estimators are design-unbiased or approximately design-unbiased and how they remain more efficient than standard parametric methods, for a suitable choice of the smoothing parameter.
University of Southampton
Bennett, Kathleen Elizabeth
32e714e2-ac5f-4abc-a5cc-54d62c983b79
1994
Bennett, Kathleen Elizabeth
32e714e2-ac5f-4abc-a5cc-54d62c983b79
Bennett, Kathleen Elizabeth
(1994)
A nonparametric regression approach to prediction in finite populations.
University of Southampton, Doctoral Thesis.
Record type:
Thesis
(Doctoral)
Abstract
Nonparametric regression provides an intuitive estimate of a regression function or conditional expectation without the restrictions imposed by parametric models. This is a particularly useful property since the rigidity of such parametric models is not always desirable. The application of nonparametric regression, in the univariate setting, is investigated in the context of predicting a finite population total. We propose, instead of parametric estimators of the finite population total, nonparametric regression estimators obtained by smoothing the data and interpolating the smooth to predict nonsample values. It is shown how such estimation can be more robust and efficient than inference tied to parametric regression models. The nonparametric regression estimators considered are classified as operational and model-based. They require the selection of a smoothing parameter which controls the smoothness of the resultant curve. Methods of choosing the smoothing parameter are discussed.
One important property that some of the estimators are shown to possess is `total preservation'. Suppose ^y = Sy, where S os a smoother matrix and ^y and y are vectors of estimated and observed y respectively. Then an estimator is said to be `total-preserving' if 1T^y = 1TSy = 1Ty. It is shown how, under repeated sampling, `total preserving' nonparametric regression estimators are design-unbiased or approximately design-unbiased and how they remain more efficient than standard parametric methods, for a suitable choice of the smoothing parameter.
Text
39151.pdf
- Version of Record
More information
Published date: 1994
Identifiers
Local EPrints ID: 458352
URI: http://eprints.soton.ac.uk/id/eprint/458352
PURE UUID: 9deb591e-bcb9-485f-b2be-3306835af161
Catalogue record
Date deposited: 04 Jul 2022 16:47
Last modified: 16 Mar 2024 18:22
Export record
Contributors
Author:
Kathleen Elizabeth Bennett
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics