A bias adjusted ratio-type estimator

被引:0
|
作者
Oh, Jung-Taek [1 ]
Shin, Key-Il [1 ]
机构
[1] Hankuk Univ Foreign Studies, Dept Stat, 81 Oedae Ro, Yongin 17035, Gyeonggi Do, South Korea
关键词
bias; unbiased estimator; heteroscedastic; MLE; Taylor approximation;
D O I
10.5351/KJAS.2018.31.3.397
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Various methods for accurate parameter estimation have been developed in a sample survey and it is also common to use a ratio estimator or the regression estimator using auxiliary information. The ratio-type estimator has been used in many recent studies and is known to improve the accuracy of estimation by adjusting the ratio estimator. However, various studies are under way to solve it since the ratio-type estimator is biased. In this study, we propose a generalized ratio-type estimator with a new parameter added to the ratio-type estimator to remove the bias. We suggested a method to apply this result to the parameter estimation under the error assumption of heteroscedasticity. Through simulation, we confirmed that the suggested generalized ratio-type estimator gives good results compared to conventional ratio-type estimators.
引用
收藏
页码:397 / 408
页数:12
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