Estimating a limited population mean for discrete linear regression using some robust regression methods

This study concentrates on estimating the population mean within stratified random sampling utilizing discrete regression estimators, juxtaposed against classical estimators relying on mean squared error (MSE) and efficiency criterion (RE). Despite the ordinary least squares (OLS) estimator's efficacy in accounting for error covariance, it exhibits heightened sensitivity towards outliers. To tackle this challenge, robust regression estimators, such as LTS, Tukey M, and Hampel M, were implemented alongside robust covariance and covariance matrices (MCD and MVE). This study was applied to real data from the Central Bureau of Statistics, specifically the results of the hotel survey in Dohuk Governorate for the year 2020, which included a group of hotels with a size of 115 hotels. By describing the data represented in the total wages paid, the number of employees,  the results showed that the (LTS) estimator achieved high efficiency in estimating the regression parameter compared to the rest of the estimators used in the study

Publication Details

Journal
Al Kut Journal of Economic and Administrative Sciences
Published
2024-09-22
DOI
https://doi.org/10.29124/kjeas.1653.11
Primary Topic
Survey Sampling and Estimation Techniques
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Estimating a limited population mean for discrete linear regression using some robust regression methods

Al Kut Journal of Economic and Administrative Sciences
Survey Sampling and Estimation Techniques
article

Estimating a limited population mean for discrete linear regression using some robust regression methods

article en

Abstract

This study concentrates on estimating the population mean within stratified random sampling utilizing discrete regression estimators, juxtaposed against classical estimators relying on mean squared error (MSE) and efficiency criterion (RE). Despite the ordinary least squares (OLS) estimator's efficacy in accounting for error covariance, it exhibits heightened sensitivity towards outliers. To tackle this challenge, robust regression estimators, such as LTS, Tukey M, and Hampel M, were implemented alongside robust covariance and covariance matrices (MCD and MVE). This study was applied to real data from the Central Bureau of Statistics, specifically the results of the hotel survey in Dohuk Governorate for the year 2020, which included a group of hotels with a size of 115 hotels. By describing the data represented in the total wages paid, the number of employees,  the results showed that the (LTS) estimator achieved high efficiency in estimating the regression parameter compared to the rest of the estimators used in the study

Al Kut Journal of Economic and Administrative SciencesVol. 16(53)
Reduced inequalities
Openalex Percentile: Top 81%
Survey Sampling and Estimation Techniques
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.