Model-assisted SCAD calibration for non-probability samples

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY Brazilian Journal of Probability and Statistics Pub Date : 2021-11-01 DOI:10.1214/21-bjps506
Zhanxu Liu, Chao-Cheng Tu, Yingli Pan
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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
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非概率样本的模型辅助SCAD校准
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。
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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.
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