A unified approach to robust estimation in finite population sampling

Beaumont, Jean-François, Haziza, David and Ruiz-Gazen, Anne (2013) A unified approach to robust estimation in finite population sampling. Biometrika, 100 (3). pp. 555-569.

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Official URL: http://tse-fr.eu/pub/28036

Abstract

We argue that the conditional bias associated with a sample unit can be a useful measure of influence in finite population sampling. We use the conditional bias to derive robust estimators that are obtained by downweighting the most influential sample units. Under the model-based approach to inference, our proposed robust estimator is closely related to the well-known estimator of Chambers (1986). Under the design-based approach, it possesses the desirable feature of being applicable with most sampling designs used in practice. For stratified simple random sampling, it is essentially equivalent to the estimator of Kokic & Bell (1994). The proposed robust estimator depends on a tuning constant. In this paper, we propose a method for determining the tuning constant and show that the resulting estimator is consistent. Results from a simulation study suggest that our approach improves the efficiency of standard nonrobust estimators when the population contains units that may be influential if selected in the sample.

Item Type: Article
Language: English
Date: 11 August 2013
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 09 Jul 2014 17:43
Last Modified: 07 Mar 2018 13:22
OAI ID: oai:tse-fr.eu:28036
URI: http://publications.ut-capitole.fr/id/eprint/15872

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