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High-dimensional estimation in a survey sampling framework, model-assisted and calibration points of view

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  • Camelia Goga

    (Université de Franche-Comté)

Abstract

In surveys, model-assisted estimators and calibration estimators, based on auxiliary information, are commonly used to obtain efficient estimators of population totals/means. Nowadays, it is no longer unusual to face high-dimensional auxiliary information. Incorporating too many auxiliary variables in model-assisted and calibration estimators may lead to a loss of efficiency. In this paper, I will discuss the asymptotic efficiency of model-assisted and calibration estimators based on high-dimensional auxiliary data and show that they may suffer from an additional variability in certain conditions. I will also present two techniques for improving the efficiency of model-assisted and calibration estimators in a high-dimensional framework: the first one is based on ridge-type penalization and the second one is based on dimension reduction through principal components.

Suggested Citation

  • Camelia Goga, 2025. "High-dimensional estimation in a survey sampling framework, model-assisted and calibration points of view," METRON, Springer;Sapienza Università di Roma, vol. 83(1), pages 5-29, April.
    • Handle: RePEc:spr:metron:v:83:y:2025:i:1:d:10.1007_s40300-024-00280-9
    DOI: 10.1007/s40300-024-00280-9
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    References listed on IDEAS

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    1. Jean-Francois Beaumont & Cynthia Bocci, 2008. "Another look at ridge calibration," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 5-20.
    2. F. J. Breidt & G. Chauvet, 2012. "Penalized balanced sampling," Biometrika, Biometrika Trust, vol. 99(4), pages 945-958.
    3. Mehdi Dagdoug & Camelia Goga & David Haziza, 2023. "Model-assisted estimation in high-dimensional settings for survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 50(3), pages 761-785, February.
    4. F. J. Breidt & G. Claeskens & J. D. Opsomer, 2005. "Model-assisted estimation for complex surveys using penalised splines," Biometrika, Biometrika Trust, vol. 92(4), pages 831-846, December.
    5. Guillaume Chauvet & Yves Tillé, 2006. "A fast algorithm for balanced sampling," Computational Statistics, Springer, vol. 21(1), pages 53-62, March.
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