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Property / last update
9 July 2021
Timestamp+2021-07-09T00:00:00Z
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Precision1 day
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Property / last update: 9 July 2021 / rank
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Property / cites work
 
Property / cites work: A survey of bootstrap methods in finite population sampling / rank
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Property / cites work
 
Property / cites work: Automated Selection of Post-Strata using a Model-Assisted Regression Tree Estimator / rank
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Property / software version identifier
 
0.1.1
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publication date: 14 June 2018
Timestamp+2018-06-14T00:00:00Z
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0.1.2
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publication date: 13 October 2018
Timestamp+2018-10-13T00:00:00Z
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0.1.3
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publication date: 10 July 2021
Timestamp+2021-07-10T00:00:00Z
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0.1.4
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publication date: 30 August 2023
Timestamp+2023-08-30T00:00:00Z
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0.1.5.1
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publication date: 27 November 2023
Timestamp+2023-11-27T00:00:00Z
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0.1.5
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publication date: 16 November 2023
Timestamp+2023-11-16T00:00:00Z
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0.1.5.2
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publication date: 17 January 2024
Timestamp+2024-01-17T00:00:00Z
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Property / instance of: R package / rank
 
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Property / programmed in: R / rank
 
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Property / maintained by
 
Property / maintained by: Kelly S. McConville / rank
 
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Property / last update
 
17 January 2024
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Property / last update: 17 January 2024 / rank
 
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Property / description
 
A set of model-assisted survey estimators and corresponding variance estimators for single stage, unequal probability, without replacement sampling designs. All of the estimators can be written as a generalized regression estimator with the Horvitz-Thompson, ratio, post-stratified, and regression estimators summarized by Sarndal et al. (1992, ISBN:978-0-387-40620-6). Two of the estimators employ a statistical learning model as the assisting model: the elastic net regression estimator, which is an extension of the lasso regression estimator given by McConville et al. (2017) <doi:10.1093/jssam/smw041>, and the regression tree estimator described in McConville and Toth (2017) <arXiv:1712.05708>. The variance estimators which approximate the joint inclusion probabilities can be found in Berger and Tille (2009) <doi:10.1016/S0169-7161(08)00002-3> and the bootstrap variance estimator is presented in Mashreghi et al. (2016) <doi:10.1214/16-SS113>.
Property / description: A set of model-assisted survey estimators and corresponding variance estimators for single stage, unequal probability, without replacement sampling designs. All of the estimators can be written as a generalized regression estimator with the Horvitz-Thompson, ratio, post-stratified, and regression estimators summarized by Sarndal et al. (1992, ISBN:978-0-387-40620-6). Two of the estimators employ a statistical learning model as the assisting model: the elastic net regression estimator, which is an extension of the lasso regression estimator given by McConville et al. (2017) <doi:10.1093/jssam/smw041>, and the regression tree estimator described in McConville and Toth (2017) <arXiv:1712.05708>. The variance estimators which approximate the joint inclusion probabilities can be found in Berger and Tille (2009) <doi:10.1016/S0169-7161(08)00002-3> and the bootstrap variance estimator is presented in Mashreghi et al. (2016) <doi:10.1214/16-SS113>. / rank
 
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Property / author
 
Property / author: Kelly S. McConville / rank
 
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Property / author
 
Property / author: Josh Yamamoto / rank
 
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Property / author: Becky Tang / rank
 
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Property / author: George Zhu / rank
 
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Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / imports: glmnet / rank
 
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Property / imports: survey / rank
 
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Property / imports: dplyr / rank
 
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Property / imports: tidyr / rank
 
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Property / imports: rpms / rank
 
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Property / imports: boot / rank
 
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Property / imports: ellipsis / rank
 
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Property / imports: Rcpp / rank
 
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Property / cites work
 
Property / cites work: Model-Assisted Survey Regression Estimation with the Lasso / rank
 
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Property / cites work: Sampling with Unequal Probabilities / rank
 
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Property / cites work
 
Property / cites work: A survey of bootstrap methods in finite population sampling / rank
 
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Property / cites work
 
Property / cites work: Automated Selection of Post-Strata using a Model-Assisted Regression Tree Estimator / rank
 
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Property / depends on software
 
Property / depends on software: R / rank
 
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Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI software profile / rank
 
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links / mardi / namelinks / mardi / name
 

Latest revision as of 18:56, 12 March 2024

Model-Assisted Survey Estimators
Language Label Description Also known as
English
mase
Model-Assisted Survey Estimators

    Statements

    0.1.3
    9 July 2021
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    0.1.1
    14 June 2018
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    0.1.2
    13 October 2018
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    0.1.3
    10 July 2021
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    0.1.4
    30 August 2023
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    0.1.5.1
    27 November 2023
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    0.1.5
    16 November 2023
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    0.1.5.2
    17 January 2024
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    17 January 2024
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    A set of model-assisted survey estimators and corresponding variance estimators for single stage, unequal probability, without replacement sampling designs. All of the estimators can be written as a generalized regression estimator with the Horvitz-Thompson, ratio, post-stratified, and regression estimators summarized by Sarndal et al. (1992, ISBN:978-0-387-40620-6). Two of the estimators employ a statistical learning model as the assisting model: the elastic net regression estimator, which is an extension of the lasso regression estimator given by McConville et al. (2017) <doi:10.1093/jssam/smw041>, and the regression tree estimator described in McConville and Toth (2017) <arXiv:1712.05708>. The variance estimators which approximate the joint inclusion probabilities can be found in Berger and Tille (2009) <doi:10.1016/S0169-7161(08)00002-3> and the bootstrap variance estimator is presented in Mashreghi et al. (2016) <doi:10.1214/16-SS113>.
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    Identifiers

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