Treść książki

Przejdź do opcji czytnikaPrzejdź do nawigacjiPrzejdź do informacjiPrzejdź do stopki
Preface
proposedpredictormaystillbeusedtopredictadomaintotalinanyperiod,in
thecaseofchangingdomainmembershipofpopulationunits.Itsproperties
werestudiedbymeansoftheMonteCarlosimulationandcomparedtothe
empiricalbestlinearunbiasedpredictoraswellastoHorvitz-Thompson
estimator.Themodel-misspecificationcaseisalsoexamined.
ThepaperbyJanKubackiandAlinaJędrzejczakpresentsthe
methodologyforestimatingtheGinicoefficientonthebasisofthePolish
HouseholdBudgetSurvey(PHBS).Design-basedandmodel-basedestimators
arecompared,includingEmpiricalBayes(EB)andEmpiricalBestLinear
UnbiasedPredictors(EBLUP).Thebootstrapmethodisusedtoexaminethe
precisionofestimates.ComputationsusingempiricaldatafromPHBSare
presented.ItisshownthatstochasticpropertiesofGinicoefficientestimates
fordomainsmaybesatisfactoryevenforverycomplexsurveys.
KatefinaGurinováandVladimíraHovorkováValentováaddressan
importantproblemofmissingsampledata.Theyconsiderseveralpossible
approachestoimputingordeletingthemissingvaluesimplementedin
statisticalsoftwarepackagesincludingmeansubstitution,groupmean
substitution,hotdeckimputation,regressionimputationaswellaslistwise
deletionandpairwisedeletion.Advantagesanddisadvantagesofindividual
methodsarediscussedwithrespecttovaryingmeasurementscales.Some
examplesofsimulateddataaregiventoillustratethepoint.
EwaDziwok’spaperisdevotedtotheestimationoftheyieldcurvefor
afinancialinstrument.Nelson-SiegelandSwenssonformulas(ormodels)for
itsparametricestimation,appliedbyvariouscentralbanks,areconsidered.
TwoapproachestocalculateRootMeanSquareError(RMSE)asacriterionto
fittheyieldcurveestimatearediscussed.Oneofthemisbasedonpriceerrors
whereasanotheroneisbasedonyielderrors.Itisconcludedthatanestimation
criterionbasedonminimisingpricedifferentialsleadstoasatisfactory
goodnessoffit.
WojciechGamrotdealswiththeproblemofcorrelatedresponse
behaviourofpopulationunits.Heconsidersastandardmodelofnon-response,
widelyusedintheliteraturebasedontheassumptionthatresponsesorrefusals
ofindividualunitsareindependentevents.Then,threealternativemodelsare
formulated.Eachofthemstatesthatapopulationisdividedintogroups
ofunitswhoseresponsebehaviourispositivelycorrelated.Asimulation
studyisthencarriedoutforallmodelstoassessthedistortionsinstochastic
propertiesoftwopopulationtotalestimatorsduetothiscorrelation.The
experimentswerecarriedoutfortheHàjekestimatoraswellasthereweighing-
-typeestimatorbasedonlogisticregressionmodel.Bothestimatorsareproved
toreactindifferentwaystothecorrelatedresponsebehaviour.
9