Robust and Non-Parametric Regression Estimators for Predictive Mean Estimation in Stratified Sampling

In modern survey sampling, particularly when using stratified random sampling (StRS), the existence of outliers and model mis-specifications is a daunting challenge to the conventional parametric and nonparametric methods of estimating parameters. This research presents a new type of predictive estimator that is synergistic to both robust regression and nonparametric local polynomial kernel regression. It aims to offer more resistant and efficient estimators of the average parameter in the areas where supplementary information is known, but irregularity in the data is usual. The proposed estimators use dual calibration methods based on both auxiliary variable means and coefficients of variation, which improves efficiency. This framework enhances predictive performance by integrating the adaptability of kernel-based smoothing with the outlier resistance of robust regression. The accuracy of the suggested estimators is measured by using large scales of simulation experiments on artificial populations with structural heterogeneity and outlier contamination. An empirical comparison, based on percentage relative efficiency (PRE), indicates that the new estimators are superior to classical methods based on the use of a kernel regression in most bandwidth selection strategies. In addition to bringing methodological innovation as it connects distribution theory, regression models, and robust estimation strategies, this work also offers the usefulness of survey practitioners who work with complicated and imperfect real-life data of fisheries and radiations.