Search Results - subject:"Generalised regression"

A Two‐level GREG Estimator for Consistent Estimation in Household Surveys

Konrad, Anne; Burgard, Jan Pablo; Münnich, Ralf - In: International Statistical Review 89 (2021) 3, pp. 635-656

‐level generalised regression estimator that is capable of both ensuring consistent person and household estimates and allowing for … different weights for persons within a household. A Monte Carlo simulation supports the superiority of our two‐level generalised … regression estimator compared with integrated weighting. …

Persistent link: https://www.econbiz.de/10014485794

Repeated weighting in mixed-mode censuses

Szymkowiak, Marcin; Wilak, Kamil - In: Economics and business review 7/21 (2021) 1, pp. 26-46

Persistent link: https://www.econbiz.de/10012613256

A global optimisation approach to range-restricted survey calibration

Espuny-Pujol, Ferran; Morrissey, Karyn; Williamson, Paul - 2016

Survey calibration methods modify minimally unit-level sample weights to fit domain-level benchmark constraints (BC). This allows exploitation of auxiliary information, e.g. census totals, to improve the representativeness of sample data (addressing coverage limitations, non-response) and the...

Persistent link: https://www.econbiz.de/10012014107

A global optimisation approach to range-restricted survey calibration

Espuny-Pujol, Ferran; Morrissey, Karyn; Williamson, Paul - 2016

Persistent link: https://www.econbiz.de/10011545684

Comparing Two Methods of Reweighting a Survey File to Small Area Data

Tanton, Robert; Williamson, Paul; Harding, Ann - In: International Journal of Microsimulation 7 (2014) 1, pp. 76-99

results from two different methods - a generalised regression method and combinatorial optimisation. The weights derived from …

Persistent link: https://www.econbiz.de/10010800867

Share price time series forecasting for effective supply chain information exchange

Ayyanathan, N.; Kannammal, A. - In: International journal of logistics systems and management 18 (2014) 1, pp. 139-158

Persistent link: https://www.econbiz.de/10010480207

Schätzung des Stichprobenfehlers in Mikrozensus Scientific Use Files ab 2005

Schimpl-Neimanns, Bernhard - In: AStA Wirtschafts- und Sozialstatistisches Archiv 5 (2011) 1, pp. 19-38

Starting in 2005 the German Microcensus was organized as a continuous survey with a moving reference week. In 2005 the procedures used to estimate statistical population parameters have also been modified. After the presentation of the sampling design and the recent modifications the paper shows...

Persistent link: https://www.econbiz.de/10011151280

A rating model simulation for risk analysis

Falavigna, Greta - In: International Journal of Business Performance Management 10 (2008) 2/3, pp. 269-299

This study analyses the situation of a bank that wants to create an Internal Rating System (IRB). A credit institute can decide to simulate rating judgements from an external rating agency, like Standard and Poor's or Moody's or Fitch Rating. This research compares different frameworks of neural...

Persistent link: https://www.econbiz.de/10010669374

Estimation of generalised regression models by the grouping method

Nawata, K. - In: Mathematics and Computers in Simulation (MATCOM) 43 (1997) 3, pp. 503-510

Nawata [8–10] proposed a new estimator for the standard regression, censored regression, and binary choice models, based on grouping of observations. This paper shows that Nawata's grouping method can be generalised to various types of estimation problems and represents a new class of...

Persistent link: https://www.econbiz.de/10010870743

Microbased Time Series Analysis: An efficient estimator of population parameters, using AR(1)-series and auxiliary information

Cassel, Claes-M. - Economics Institute for Research (SIR), … - 1994

generalised regression estimator (TGR) but with an adjustment derived from optimal predictors of AR(1)-series. The P- properties …

Persistent link: https://www.econbiz.de/10005771186