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Robust Estimation and Prediction in the Presence of Influential Units in SurveysTeng, Yizhen 02 August 2023 (has links)
In surveys, one may face the problem of influential units at the estimation stage.
A unit is said to be influential if its inclusion or exclusion from the sample has a
drastic impact on the estimates. This is a common situation in business surveys
as the distribution of economic variables tends to be highly skewed. We study and
examine some commonly used estimators and predictors of a population total and
propose a robust estimator and predictor based on an adaptive tuning constant. The
proposed tuning constant is based on the concept of conditional bias of a unit, which
is a measure of influence. We present the results of a simulation study that compares
the performance of several estimators and predictors in terms of bias and efficiency.
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