IDEAS home Printed from https://ideas.repec.org/a/rae/jouces/v67y2003p71-102.html
   My bibliography  Save this article

Évaluation de la précision d’estimateurs de fonctionnelles : l’exemple de la consommation alimentaire

Author

Listed:
  • Patrice Bertail
  • Christine Boizot
  • Pierre Combris

Abstract

This paper proposes several methods for computing precise confidence intervals or evaluating the precision of some statistics related to individual food consumption, based on complex household food survey datas. We show how it is possible to obtain asymptotic confidence intervals for non-linear functionals thanks to the delta method and the notion of Hadamard differentiability. However asymptotic confidence intervals may not be very precise and to not take into account the dissymetries of the statistics or the underlying distributions. We develop two different methods based on resampling ideas to obtain precise confidence intervals. The first one is a transposition of the weighted bootstrap to survey sampling. The second uses the universal properties of subsampling and extrapolation methods to obtain rapidly accurate results. We compare and apply these methods to the construction of confidence intervals for means, fractiles, dispersion indexes of individual food consumptions (with or without null consumptions). We apply these methods to several products from the 1994 Secodip french panel.

Suggested Citation

  • Patrice Bertail & Christine Boizot & Pierre Combris, 2003. "Évaluation de la précision d’estimateurs de fonctionnelles : l’exemple de la consommation alimentaire," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 67, pages 71-102.
  • Handle: RePEc:rae:jouces:v:67:y:2003:p:71-102
    as

    Download full text from publisher

    File URL: http://ageconsearch.umn.edu/bitstream/205942/2/67-71-102.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. David Letson & B.D. McCullough, 1998. "Better Confidence Intervals: The Double Bootstrap with No Pivot," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 80(3), pages 552-559.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011. "Improved interval estimation of long run response from a dynamic linear model: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
    2. Park, Seong C. & Brorsen, B. Wade & Stoecker, Arthur L. & Hattey, Jeffory A., 2012. "Forage Response to Swine Effluent: A Cox Nonnested Test of Alternative Functional Forms Using a Fast Double Bootstrap," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 44(4), pages 593-606, November.
    3. H. D. Vinod & B. D. McCullough, 1999. "The Numerical Reliability of Econometric Software," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 633-665, June.
    4. Patrice Bertail & Christine Boizot & Pierre Combris, 2003. "Évaluation de la précision d’estimateurs de fonctionnelles : l’exemple de la consommation alimentaire," Post-Print hal-01201043, HAL.
    5. Bertail, Patrice & Boizot, Christine & Combris, Pierre, 2003. "Évaluation de la précision d’estimateurs de fonctionnelles : l’exemple de la consommation alimentaire," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 67.
    6. Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent Breaks and Temporary Shocks in a Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 255-270, February.
    7. Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent shocks and forecasting with moving averages," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1213-1225, March.
    8. McCullough, B D, 1999. "Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 191-202, March-Apr.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rae:jouces:v:67:y:2003:p:71-102. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Nathalie Saux-Nogues (email available below). General contact details of provider: https://edirc.repec.org/data/inrapfr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.