POST GRADUATE SCHOOL

INDIAN AGRICULTURAL RESEARCH INSTITUTE

NEW DELHI-110012
OU TLI N E OF R E S E A R CH WORK
1. Name of the t!"e#t $ P%a"&' (aa)
2. Ro** No $ 201+0
,. D&-&'*&#e $ A.%&-!*t!%a* Stat&t&-
+. /.S- 0 Ph.D $ /.S-
1. Date of 2o&#&#. P.G. S-hoo* $ ,
%"
A!.!t 2011
3. /a4o% F&e*" $ A.%&-!*t!%a* Stat&t&-
5. /&#o% F&e*" $ Com'!te% A''*&-at&o#
6. T&t*e of the The&$ Prediction of Population Total for Skewed Variable under a
Log Transform Model.
7. O84e-t&9e
The objectives of the study are
!. To develop an appropriate theory of calibrated estimator for prediction of
population total for skewed variable.
". To evaluate the empirical performance of the proposed estimator as compared to
e#isting estimators.
10. P%e9&o! Wo%) Do#e
$ochran %!&'&( first used superpopulation model to describe a finite population.
)rewer %!&*'( and +oyall %!&,-( considered a prediction approach to estimate the
finite population total. partly motivated by a superpopulation model.
/uan %!&0'( proposed smearing estimate as a nonparametric estimate of the e#pected
response on the untransformed scale after fitting a linear regression model on a
transformed scale. The estimate is consistent under mild regularity conditions. and
usually attains high efficiency relative to parametric estimates.
$arroll and +uppert %!&01( investigated power transformations in nonlinear regression
problems when there is a physical model for the response but little understanding of
the underlying error structure. 2n such circumstances. and unlike the ordinary power
transformation model. both the response and the model must be transformed
simultaneously and in the same way.
Valliant %!&03. !&0*( e#tended +oyall4s %!&,-. !&,*( superpopulation approach to
cover certain nonlinear models.
$hambers %!&0*( investigated an outlier robust version of the best linear unbiased
estimator %)L56( of the population total of a survey variable under a superpopulation
approach. when au#iliary si7e information on the population elements is available.
Thorburn %!&&!( used the prediction approach when deriving a model unbiased
predictor for the population total of the observations of a highly skewed variable under
a lognormal superpopulation model.
8aderi %!&&1( discussed a bivariate version of the lognormal model that can be applied
to situations when there is sample information about a variable of interest and access to
observations on an au#iliary variable for the entire population.
8aderi %!&&3( generali7ed this model into a multivariate one. and developed a
predictor that is model unbiased provided that the nuisance parameters are known.
9arlberg %"---( proposed an estimator based on a lognormal superpopulation model to
predict the finite population total of a highly skewed survey variable and the
simulation results indicated that the lognormal model estimator offers a sensible
alternative to other estimators. especially when the sample si7e is small.
:u and Sitter %"--!( developed a model calibration approach to using complete
au#iliary information from survey data. The proposed modelcalibration estimators can
handle any linear or nonlinear working models and reduce to the conventional
calibration estimators of /eville and Sarndal and;or the generali7ed regression
estimators in the linear model case. This approach does not account for back
transformation bias.
Li and Lahiri %"--,( introduced a new robust modelbased predictor against model
misspecification that can be adjusted to handle 7ero observations for the study variable
and to achieve the designunbiasedness and benchmarking properties.
$lark and $hambers %"--0( developed an adaptive calibration approach. where the
au#iliary variables to be used in weighting are selected using sample data. <daptively
calibrated estimators are shown to have lower mean s=uared error and better coverage
properties than nonadaptive estimators in many cases.
Li %"--0( proposed a new generali7ed regression estimator of a finite population total
based on the )o#$o# transformation techni=ue and its variance estimator under a
general une=ual probability sampling design. )y being design consistent. the proposed
estimator maintains the robustness property of the >+6> estimator even if the
underlying model fails. ?urthermore. the )o#$o# techni=ue automatically finds a
reasonable transformation for the dependent variable using the data.
9im. )reidt and @psomer %"--&( considered nonparametric regression estimation for
finite population totals for twostage sampling. in which complete au#iliary
information is available for firststage sampling units. The estimators. based on local
polynomial regression. are linear combinations of cluster total estimators. with weights
that are calibrated to known control totals. The estimators are asymptotically design
unbiased and design consistent under mild assumptions.
+ondon. Vanegas and ?erra7 %"-!"( focused on building regression type
estimators under a modelassisted approach. for the general case in which the
relationship between interest and au#iliary variables may be suitably described
by a generali7ed linear model. The finite population distribution of the variable of
interest is viewed as if generated by a member of the e#ponential family. which
includes )ernoulli. Poisson. gamma and inverse >aussian distributions. among others.
The resulting estimator is a generali7ed linear model regression estimator %>6+6>(.
11. P%o.%amme of Reea%-h Wo%)
5nder the first objective. a calibrated estimator will be developed for estimating
population total of skewed variable. 2n this case a skewed population. in particular. a
skewed variable which follows linear model on logarithmic transformation will be
considered. < model based model calibration approach will be adopted for developing
the calibration estimator. The back transformation bias correction will be applied in the
fitted values to be used in defining the model calibration weights. These weights will
then be used in defining the proposed calibration estimator for population total. <
Taylor series appro#imation will be used in obtaining the back transformation bias
correction. The variance estimation will also be included.
5nder the second objective. the performance of the developed calibrated estimator will
be evaluated through simulation study. Simulation studies will be done using S<S;+
package.
12. /etho"o*o.:
O84e-t&9e ;1<
:e consider a finite population
A!. "..... B U N =
of N units and associated with the i
th
unit are. the survey variable.
i
Y
and a vector of au#iliary variables.
( )
!
.....
i i ip
x x

= =
.
The values of au#iliary variables
! "
. .....
N
= = =
are known for the entire population
however value of variable
i
Y
is known only if the i
th
unit is selected in the sample s. 2t
is assumed that survey variable y and au#iliary variable = are strictly positive and the
relationship between these variables is not obviously linear but we assume that the
relationship between log%y( and log%=( is linear. < good working model for these
variables can be written as
log% (
i i i
y = + >?
.
where
! "
%! log log log (
i i i ip
x x x = > L
.
( )
- !
. . .
p


= ? L
and
"
%-. (
i
N : . 5sing
the properties of lognormal distribution. we have
"
% ( e#p% ; "(
i i
E Y = + >? . Cowever.
the predicted values of survey variable are given as
"
D D
D e#p% ; "(
i i
Y = + >? . Cere. we see
that
D
% ( % (
i i
E Y E Y . This indicates that
"
D D
D e#p% ; "(
i i
Y = + >? is biased. This bias arises
due to back transformation. Cence. a back transformation bias correction on the
predicted or fitted values will be done using Taylor series appro#imation. The back
transformation bias corrected fitted values will then be used in model calibration
approach.

The model calibrated weights.
i
w
. will be derived using the fitted values obtained
above. 2n this case. the chis=uare distance function
( )
"
i i i i
i s
w d d q

will be
minimi7ed subject to the calibration constraints
!
!
i
i s
N w

!
D D
N
C C
i i i
i s i
wY Y
=
=

where.
D
C
i
Y is bias corrected fitted value of
i
Y
.
The objective function for minimi7ation will be obtained as
( )
"
!
! "
!
D D
!
N
C C
i i i i i i i i
i s i s i s i
w d d q N w wY Y

=

=



<fter obtaining the model calibrated weights. calibrated estimator for population total
will be developed as
D
i i
i s
Y w y

. The corresponding variance estimation will also be

included.
O84e-t&9e ;2<
5nder the second objective. simulation studies that aim at assessing the performance
of the different estimators of population total will be considered. 2n particular. we
consider the evaluation of the developed calibrated estimator versus e#isting estimators
such as linear assumption based estimator and nonlinear assumption based estimators
like model based model calibration estimator without back transformation bias
correction and prediction approach based estimator of 9arlberg %"---(.
2n our empirical evaluation. we will use two types of simulation studies. 2n the first
type of simulation study. we shall use population data generated under specified model
and then sample will be selected. 2n this case. at each simulation population data will
first be generated under the model and a single sample will then be taken from this
simulated population by simple random sampling without replacement. These data will
then be used to compare the performances of the different estimators. The second type
of simulation study will be based on real survey dataset. Cere we shall evaluate the
estimators in the conte#t of repeated sampling from a real data. 2n this case. a real
survey data will be considered as a population. and this fi#ed population will then be
repeatedly sampled according to a prespecified design.
Two measures of the relative performance of the different estimators will be used in
our simulations. These are the percentage relative bias %+)(
$
$
!
!
% ( !--
M i
i
i
i
RB
M

and the percentage relative root mean s=uared error %++MS6(

$
$
"
!
!
% ( !--
M i
i
i
i
RRMSE M

.
Cere the subscript i inde#es the M Monte $arlo simulations. with
i

denoting the
actual value of parameter %for e#ample. population total( at simulation run i. with
predicted value
$
i
. 8ote that in the real survey data based simulations
i
=
.
Simulation studies will be implemented using S<S; + package.
1,. Fa-&*&t&e %e@!&%e" A the&% a9a&*a8&*&t:
The re=uired computer facilities are available at 2<S+2 and will be utili7ed.
+ecommended byE
!. <dvisory $ommitteeE
%a( $hairman
/+. C595M $C<8/+<
Senior Scientist
%b( Member %Major /iscipline(
/+. 5M6SC $C<8/6+ S5/
Cead
%c( Member %Major /iscipline(
/+. 9<M<L6SC 8<+<28 S28>C
Principal Scientist
%d( Member %Minor /iscipline !(
M+. SC<SC2 )C5SC<8 L<L
Scientist %Sr.Scale(
1+. Whethe% %a"&o-a-t&9&t: & &#9o*9e" &# the '%o'oe" %eea%-h Bo%)C No
$ertify that @+: of the student has been formulated and finalised in accordance with
the procedure prescribed in Para 0.!1." of the $alendar.
". ProfessorE ................................
'. Cead of the /ivisionE ....................................
1. <pproved by the /ean. Post >raduate SchoolE ....................................................