Survey sampling targeted inference - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year :

Survey sampling targeted inference

Abstract

We deal with the practical construction of confidence intervals (CIs) for a real-valued, smooth parameter by targeted learning, when sample size is so large that the resulting computational problems cannot be skirted. We propose to carry out targeted learning on a sub-sample selected with unequal inclusion probabilities based on easy to observe summary measures of the data. As examples, we show how to use Sampford's and determinantal survey sampling designs. The inclusion probabilities can be optimized to the reduce the width of the CIs. A simulation study illustrates our results.
Fichier principal
Vignette du fichier
surveySamplingTMLE_HAL.pdf (353.54 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-01359219 , version 1 (02-09-2016)

Identifiers

  • HAL Id : hal-01359219 , version 1

Cite

Antoine Chambaz, Emilien Joly, Xavier Mary. Survey sampling targeted inference. 2016. ⟨hal-01359219⟩
249 View
117 Download

Share

Gmail Facebook Twitter LinkedIn More