论文标题

高维设置中的模型辅助估计用于调查数据

Model-assisted estimation in high-dimensional settings for survey data

论文作者

Dagdoug, Mehdi, Goga, Camelia, Haziza, David

论文摘要

在过去的三十年中,模型辅助估计器引起了很多关注。这些估计器试图在估计阶段有效利用可用的辅助信息。将调查变量与辅助变量联系起来的工作模型被指定并在示例数据上拟合,以获得一组预测,然后将其纳入估算过程中。模型辅助程序的一个不错的特征是,它们保持重要的设计属性,例如一致性和渐近无偏见,无论是否正确指定了工作模型。在本文中,我们从基于设计的角度和高维环境中检查了几个模型辅助估计器,包括惩罚估计器和基于树的估计器。我们使用爱尔兰能源调节委员会智能计量项目的数据进行了广泛的仿真研究,以评估此高维数据集中的几个模型辅助估计器的性能。

Model-assisted estimators have attracted a lot of attention in the last three decades. These estimators attempt to make an efficient use of auxiliary information available at the estimation stage. A working model linking the survey variable to the auxiliary variables is specified and fitted on the sample data to obtain a set of predictions, which are then incorporated in the estimation procedures. A nice feature of model-assisted procedures is that they maintain important design properties such as consistency and asymptotic unbiasedness irrespective of whether or not the working model is correctly specified. In this article, we examine several model-assisted estimators from a design-based point of view and in a high-dimensional setting, including penalized estimators and tree-based estimators. We conduct an extensive simulation study using data from the Irish Commission for Energy Regulation Smart Metering Project, in order to assess the performance of several model-assisted estimators in terms of bias and efficiency in this high-dimensional data set.

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