Articles |
Optimal sampling and estimation strategies under the linear model
Institute of Statistics, University of Neuchâtel, Pierre à Mazel 7, 2000 Neuchâtel, Switzerland desislava.nedyalkova{at}unine.ch yves.tille{at}unine.ch
Received for publication 1 February 2007.
Revision received 1 January 2008.
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Abstract |
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In some cases model-based and model-assisted inferences can lead to very different estimators. These two paradigms are not so different if we search for an optimal strategy rather than just an optimal estimator, a strategy being a pair composed of a sampling design and an estimator. We show that, under a linear model, the optimal model-assisted strategy consists of a balanced sampling design with inclusion probabilities that are proportional to the standard deviations of the errors of the model and the Horvitz–Thompson estimator. If the heteroscedasticity of the model is 'fully explainable’ by the auxiliary variables, then this strategy is also optimal in a model-based sense. Moreover, under balanced sampling and with inclusion probabilities that are proportional to the standard deviation of the model, the best linear unbiased estimator and the Horvitz–Thompson estimator are equal. Finally, it is possible to construct a single estimator for both the design and model variance. The inference can thus be valid under the sampling design and under the model.
Key Words: Balanced sampling • Design-based inference • Finite population sampling • Fully explainable heteroscedasticity • Model-assisted inference • Model-based inference • Optimal strategy