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Record W2159217576 · doi:10.5705/ss.2011.024a

On variance estimation under auxiliary value imputation in sample surveys

2011· article· en· W2159217576 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueStatistica Sinica · 2011
Typearticle
Languageen
FieldMathematics
TopicSurvey Sampling and Estimation Techniques
Canadian institutionsUniversité de Montréal
Fundersnot available
KeywordsStatisticsImputation (statistics)Variance (accounting)EstimationValue (mathematics)EconometricsSample (material)MathematicsMissing dataEconomicsAccounting

Abstract

fetched live from OpenAlex

We study the problem of variance estimation for a domain total when auxiliary value imputation, sometimes called cold-deck or substitution imputation, has been used to fill in missing data. We consider two approaches to inference which lead to different variance estimators. In the first approach, the validity of an impu- tation model is required. Our proposed variance estimator is nevertheless robust to misspecification of the second moment of the model. Under this approach, we show the somewhat counter-intuitive result that the total variance of the imputed estima- tor can be smaller than the sampling variance of the complete-data estimator. We also show that the na¨ ive variance estimator (i.e. the variance estimator obtained by treating the imputed values as observed values) is a consistent estimator of the total variance when the sampling fraction is negligible. In the second approach, the validity of an imputation model is not required but response probabilities need to be estimated. Our mean squared error estimator is obtained using robust estimates of response probabilities and is thus only weakly dependent on modeling assump- tions. We also show that both approaches lead to asymptotically equivalent total mean squared errors provided that the imputation model underlying the imputed estimator is correctly specified and the sampling fraction is negligible. Finally, we propose a hybrid variance estimator that can be viewed as a compromise between the two approaches. A simulation study illustrates the robustness of our proposed variance (mean squared error) estimators.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.008
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.524
Threshold uncertainty score0.931

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.008
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.150
GPT teacher head0.388
Teacher spread0.238 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it