统计研究 ›› 2022, Vol. 39 ›› Issue (11): 133-146.doi: 10.19343/j.cnki.11–1302/c.2022.11.010

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考虑虚拟变量的逆抽样估计方法及其应用研究

陈光慧 解婷婷   

  • 出版日期:2022-11-25 发布日期:2022-11-25

The Estimation Method and Its Application on Inverse Sampling Considering Dummy Variables

Chen Guanghui Xie Tingting   

  • Online:2022-11-25 Published:2022-11-25

摘要: 常规的概率抽样调查方法能够较好地保证抽样的随机性,但对包含稀有单元的总体进行抽样时,却因抽样随机性而不能有效保证稀有单元的入样数量,进而影响后续的统计推断。逆抽样方法为解决这一问题提供了新思路,特别是广义逆抽样在传统逆抽样设计的基础上加以改进,更具实际应用价值。本文基于广义逆抽样设计方法,从模型辅助估计的角度构建了广义回归估计量,进一步考虑总体的数据特征,并以虚拟变量的形式将稀有单元与非稀有单元间的特征差异体现在超总体回归模型中,构建了考虑虚拟变量的广义回归估计量。通过数值模拟,对比说明了广义回归估计量的估计精度较基于设计的Murthy估计量有一定提升,而本文提出的考虑虚拟变量的广义回归估计量则在此基础上具有更大提升。本文将上述理论应用于我国企业调查中,通过实际的企业数据证实了两种模型辅助估计量的优势。鉴于经济社会的研究对象往往更复杂,后续在推广运用本文改进的逆抽样设计及其估计方法进行调查研究时,还需对其设计和估计方法进行更为深入的研究,以增强其实际应用的有效性和广泛性。

关键词: 广义逆抽样, 模型辅助, 抽样估计, 虚拟变量, Murthy估计量

Abstract: The conventional probability sampling method can better ensure the randomness of sampling, but when sampling the population containing rare units, it cannot effectively guarantee the sampling quantity of rare units due to the randomness of sampling, which in turn affects the subsequent statistical inference. The inverse sampling method provides a new idea for this problem, especially the general inverse sampling is improved on the basis of the traditional inverse sampling design, which has more practical application value. Based on the general inverse sampling design method, this paper constructs a generalized regression estimator from the perspective of model-assisted estimation, further considers the data characteristics of the population, and reflects the characteristic difference between rare units and non-rare units in the super-population regression in the form of dummy variables. In the model, generalized regression estimators are constructed that take into account dummy variables. Through numerical simulation, the comparison shows that the estimation accuracy of the generalized regression estimator is improved a little compared with the design-based Murthy estimator, and the generalized regression estimator considering dummy variables proposed in this paper has a greater improvement. In this paper, the above theory is applied to the survey of Chinese enterprises, and the advantages of the two model-assisted estimators are confirmed by the actual enterprise data. In view of the fact that economic and social research objects are often more complex, in the follow-up to promote the use of the improved inverse sampling design and its estimation method for survey research, it is necessary to conduct more in-depth research on its design and estimation method to enhance the effectiveness and breadth of its practical application.

Key words: General Inverse Sampling, Model-assisted, Sampling Estimate, Dummy Variables, Murthy Estimator