Model-Assisted Estimation for Complex Surveys Using Penalized Splines

31 Pages Posted: 12 Jan 2006

See all articles by F. J. Breidt

F. J. Breidt

Colorado State University

Gerda Claeskens

KU Leuven - Department of Economics

J. D. Opsomer

Iowa State University

Date Written: March 23, 2005

Abstract

Estimation of finite population totals in the presence of auxiliary information is considered. A class of estimators based on penalized spline regression is proposed. These estimators are weighted linear combinations of sample observations, with weights calibrated to known control totals. Further, they allow straightforward extensions to multiple auxiliary variables and to complex designs. Under standard design conditions, the estimators are design consistent and asymptotically normal, and they admit consistent variance estimation using familiar design-based methods. Data-driven penalty selection is considered in the context of unequal probability sampling designs. Simulation experiments show that the estimators are more efficient than parametric regression estimators when the parametric model is incorrectly specified, while being approximately as efficient when the parametric specification is correct. An example using Forest Health Monitoring survey data from the U.S. Forest Service demonstrates the applicability of the methodology in the context of a two-phase survey with multiple auxiliary variables.

Keywords: Calibration, Generalized regression estimation, Nonparametric regression, Restricted maximum likelihood

Suggested Citation

Breidt, F. J. and Claeskens, Gerda and Opsomer, J. D., Model-Assisted Estimation for Complex Surveys Using Penalized Splines (March 23, 2005). Available at SSRN: https://ssrn.com/abstract=875319 or http://dx.doi.org/10.2139/ssrn.875319

F. J. Breidt (Contact Author)

Colorado State University ( email )

Fort Collins, CO 80523
United States

Gerda Claeskens

KU Leuven - Department of Economics ( email )

Leuven, B-3000
Belgium

J. D. Opsomer

Iowa State University ( email )

613 Wallace Road
Ames, IA 50011
United States

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