Maximum Likelihood Estimation for Sample Surveys

Maximum Likelihood Estimation for Sample Surveys PDF Author: Raymond L. Chambers
Publisher: CRC Press
ISBN: 1584886323
Category : Mathematics
Languages : en
Pages : 393

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Book Description
Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likelihood methods. The methods used to select samples often result in the sample differing in important ways from the target population and standard application of likelihood methods can lead to biased and inefficient estimates. Maximum Likelihood Estimation for Sample Surveys presents an overview of likelihood methods for the analysis of sample survey data that account for the selection methods used, and includes all necessary background material on likelihood inference. It covers a range of data types, including multilevel data, and is illustrated by many worked examples using tractable and widely used models. It also discusses more advanced topics, such as combining data, non-response, and informative sampling. The book presents and develops a likelihood approach for fitting models to sample survey data. It explores and explains how the approach works in tractable though widely used models for which we can make considerable analytic progress. For less tractable models numerical methods are ultimately needed to compute the score and information functions and to compute the maximum likelihood estimates of the model parameters. For these models, the book shows what has to be done conceptually to develop analyses to the point that numerical methods can be applied. Designed for statisticians who are interested in the general theory of statistics, Maximum Likelihood Estimation for Sample Surveys is also aimed at statisticians focused on fitting models to sample survey data, as well as researchers who study relationships among variables and whose sources of data include surveys.

Maximum Likelihood Estimation for Sample Surveys

Maximum Likelihood Estimation for Sample Surveys PDF Author: Raymond L. Chambers
Publisher: CRC Press
ISBN: 1420011359
Category : Mathematics
Languages : en
Pages : 374

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Book Description
Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likelihood methods. The methods used to select samples often result in the sample differing in important ways from the target population and standard application of likelihood methods can lead to

Maximum Likelihood Estimation for Sample Surveys

Maximum Likelihood Estimation for Sample Surveys PDF Author: Raymond L. Chambers
Publisher: CRC Press
ISBN: 1584886323
Category : Mathematics
Languages : en
Pages : 393

Get Book Here

Book Description
Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likelihood methods. The methods used to select samples often result in the sample differing in important ways from the target population and standard application of likelihood methods can lead to biased and inefficient estimates. Maximum Likelihood Estimation for Sample Surveys presents an overview of likelihood methods for the analysis of sample survey data that account for the selection methods used, and includes all necessary background material on likelihood inference. It covers a range of data types, including multilevel data, and is illustrated by many worked examples using tractable and widely used models. It also discusses more advanced topics, such as combining data, non-response, and informative sampling. The book presents and develops a likelihood approach for fitting models to sample survey data. It explores and explains how the approach works in tractable though widely used models for which we can make considerable analytic progress. For less tractable models numerical methods are ultimately needed to compute the score and information functions and to compute the maximum likelihood estimates of the model parameters. For these models, the book shows what has to be done conceptually to develop analyses to the point that numerical methods can be applied. Designed for statisticians who are interested in the general theory of statistics, Maximum Likelihood Estimation for Sample Surveys is also aimed at statisticians focused on fitting models to sample survey data, as well as researchers who study relationships among variables and whose sources of data include surveys.

Maximum Likelihood Estimation

Maximum Likelihood Estimation PDF Author: Scott R. Eliason
Publisher: SAGE
ISBN: 9780803941076
Category : Mathematics
Languages : en
Pages : 100

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Book Description
This is a short introduction to Maximum Likelihood (ML) Estimation. It provides a general modeling framework that utilizes the tools of ML methods to outline a flexible modeling strategy that accommodates cases from the simplest linear models (such as the normal error regression model) to the most complex nonlinear models linking endogenous and exogenous variables with non-normal distributions. Using examples to illustrate the techniques of finding ML estimators and estimates, the author discusses what properties are desirable in an estimator, basic techniques for finding maximum likelihood solutions, the general form of the covariance matrix for ML estimates, the sampling distribution of ML estimators; the use of ML in the normal as well as other distributions, and some useful illustrations of likelihoods.

A New Estimation Theory for Sample Surveys

A New Estimation Theory for Sample Surveys PDF Author: H. O. Hartley
Publisher:
ISBN:
Category :
Languages : en
Pages : 22

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Book Description
A new estimation theory for sample surveys is proposed. The basic feature of the theory is a special parametrization of finite populations based on the assumption that a character attached to the units is measured on a known scale with a finite set of scale points. In the class of estimators which do not functionally depend on the 'identification labels' preattached to the units, the following results are proved: (1) For simple or stratified simple random sampling without replacement, the customary estimators are unbiased minimum variance. (2) For simple random sampling with replacement, the sample mean based only on the distinct units in the sample is the maximum likelihood estimator of the population mean. (3) If a concomitant variable with known population mean is also observed, an approximation to the maximum likelihood estimator of the population mean is closely related to the customary regression estimator. (4) If prior information in the form a prior distribution is available, 'Bayes estimators' can be derived using the complete likelihood. (Author).

Contributions to Survey Sampling and Applied Statistics

Contributions to Survey Sampling and Applied Statistics PDF Author: H. O. Hartley
Publisher: Academic Press
ISBN: 1483260887
Category : Mathematics
Languages : en
Pages : 347

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Book Description
Contributions to Survey Sampling and Applied Statistics: Papers in Honor of H. O. Hartley covers the significant advances in survey sampling, modeling, and applied statistics. This book is organized into five parts encompassing 20 chapters. The opening part looks into some aspects of statistics, sampling, randomization, predictive estimation, and internal congruency. This part also considers the properties of variance estimation for a specified multiple frame survey design and some sampling designs involving unequal probabilities of selection and robust estimation of a finite population total. The next parts present the analysis and the theoretical and practical aspects of linear models, as well as the applications of time series analysis. These topics are followed by discussions of the testing for outliers in linear regression; the robustness of location estimators; and completeness comparisons among sample sequences. The closing part deals with the properties of norm estimators in regression and geometric programming. This part also provides tables of the normal conditioned on t-distribution. This book will prove useful to mathematicians and statisticians.

Maximum Likelihood Estimation and Inference

Maximum Likelihood Estimation and Inference PDF Author: Russell B. Millar
Publisher: John Wiley & Sons
ISBN: 1119977711
Category : Mathematics
Languages : en
Pages : 286

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Book Description
This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statistical paradigm. Key features: Provides an accessible introduction to pragmatic maximum likelihood modelling. Covers more advanced topics, including general forms of latent variable models (including non-linear and non-normal mixed-effects and state-space models) and the use of maximum likelihood variants, such as estimating equations, conditional likelihood, restricted likelihood and integrated likelihood. Adopts a practical approach, with a focus on providing the relevant tools required by researchers and practitioners who collect and analyze real data. Presents numerous examples and case studies across a wide range of applications including medicine, biology and ecology. Features applications from a range of disciplines, with implementation in R, SAS and/or ADMB. Provides all program code and software extensions on a supporting website. Confines supporting theory to the final chapters to maintain a readable and pragmatic focus of the preceding chapters. This book is not just an accessible and practical text about maximum likelihood, it is a comprehensive guide to modern maximum likelihood estimation and inference. It will be of interest to readers of all levels, from novice to expert. It will be of great benefit to researchers, and to students of statistics from senior undergraduate to graduate level. For use as a course text, exercises are provided at the end of each chapter.

Analysis of Survey Data

Analysis of Survey Data PDF Author: R. L. Chambers
Publisher: John Wiley & Sons
ISBN: 0470864397
Category : Mathematics
Languages : en
Pages : 398

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Book Description
This book is concerned with statistical methods for the analysis of data collected from a survey. A survey could consist of data collected from a questionnaire or from measurements, such as those taken as part of a quality control process. Concerned with the statistical methods for the analysis of sample survey data, this book will update and extend the successful book edited by Skinner, Holt and Smith on 'Analysis of Complex Surveys'. The focus will be on methodological issues, which arise when applying statistical methods to sample survey data and will discuss in detail the impact of complex sampling schemes. Further issues, such as how to deal with missing data and measurement of error will also be critically discussed. There have significant improvements in statistical software which implement complex sampling schemes (eg SUDAAN, STATA, WESVAR, PC CARP ) in the last decade and there is greater need for practical advice for those analysing survey data. To ensure a broad audience, the statistical theory will be made accessible through the use of practical examples. This book will be accessible to a broad audience of statisticians but will primarily be of interest to practitioners analysing survey data. Increased awareness by social scientists of the variety of powerful statistical methods will make this book a useful reference.

Sampling Spatial Units for Agricultural Surveys

Sampling Spatial Units for Agricultural Surveys PDF Author: Roberto Benedetti
Publisher: Springer
ISBN: 3662460084
Category : Business & Economics
Languages : en
Pages : 340

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Book Description
The research and its outcomes presented here focus on spatial sampling of agricultural resources. The authors introduce sampling designs and methods for producing accurate estimates of crop production for harvests across different regions and countries. With the help of real and simulated examples performed with the open-source software R, readers will learn about the different phases of spatial data collection. The agricultural data analyzed in this book help policymakers and market stakeholders to monitor the production of agricultural goods and its effects on environment and food safety.

Maximum Likelihood Estimation in Small Samples

Maximum Likelihood Estimation in Small Samples PDF Author: L. R. Shenton
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 200

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Book Description


A Study on Conditional Likelihood Estimation for Survey Sampling

A Study on Conditional Likelihood Estimation for Survey Sampling PDF Author: Patrick Joseph McCarthy
Publisher:
ISBN:
Category :
Languages : en
Pages : 59

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Book Description
The pursuit of accurate methods for generalizing attributes of a population from a sampled subset is a problem predating the discipline of statistics. Rather than attempting to characterize a population and so assume that the population perfectly represents its own generative process, a superpopulation approach considers the observed population as a sigma algebra of all possible data generated by a process and is focused upon estimating the parameters of the process rather than producing summary statistics. This study briefly surveys the essentials of survey sampling and evaluates a new superpopulation-based approach put forth by Chaudhuri, Handcock and Rendall (2013), based upon the empirical likelihood of Owen (1989). Using the form of the Hajek estimator and informing it with conditional estimation on empirical likelihood, the approach is shown by simulation study to improve in both accuracy and variance against Hajek's estimator in cases where the values of interest and sampled auxiliary information have little or no correlation, and no improvement over existing methods otherwise.