Showing 1 - 7 of 7
Estimation of finite population totals in the presence of auxiliary information is considered. A class of estimators based on penalised spline regression is proposed. These estimators are weighted linear combinations of sample observations, with weights calibrated to known control totals. They...
Persistent link: https://www.econbiz.de/10005569412
Survey estimators of population quantities such as distribution functions and quantiles contain nondifferentiable functions of estimated quantities. The theoretical properties of such estimators are substantially more complicated to derive than those of differentiable estimators. In this...
Persistent link: https://www.econbiz.de/10009148376
Penalised spline regression is a popular new approach to smoothing, but its theoretical properties are not yet well understood. In this paper, mean squared error expressions and consistency results are derived by using a white-noise model representation for the estimator. The effect of the...
Persistent link: https://www.econbiz.de/10005559394
Linear mixed models cover a wide range of statistical methods, which have found many uses in the estimation for complex surveys. The purpose of this work is to consider methods by which linear mixed models may be used at the design stage of a survey to incorporate available auxiliary...
Persistent link: https://www.econbiz.de/10010600366
We study the class of penalized spline estimators, which enjoy similarities to both regression splines, without penalty and with fewer knots than data points, and smoothing splines, with knots equal to the data points and a penalty controlling the roughness of the fit. Depending on the number of...
Persistent link: https://www.econbiz.de/10008546159
Hjort & Claeskens (2003) developed an asymptotic theory for model selection, model averaging and subsequent inference using likelihood methods in parametric models, along with associated confidence statements. In this article, we consider a semiparametric version of this problem, wherein the...
Persistent link: https://www.econbiz.de/10005559351
Penalised-spline-based additive models allow a simple mixed model representation where the variance components control departures from linear models. The smoothing parameter is the ratio of the random-coefficient and error variances and tests for linear regression reduce to tests for zero...
Persistent link: https://www.econbiz.de/10005559448