Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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M-quantile kernel regression for small area estimation

소지역 추정을 위한 M-분위수 커널회귀

  • 심주용 (인제대학교 데이터정보학과) ;
  • 황창하 (단국대학교 정보통계학과)
  • Received : 2012.06.17
  • Accepted : 2012.07.16
  • Published : 2012.07.31
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Abstract

An approach widely used for small area estimation is based on linear mixed models. However, when the functional form of the relationship between the response and the input variables is not linear, it may lead to biased estimators of the small area parameters. In this paper we propose M-quantile kernel regression for small area mean estimation allowing nonlinearities in the relationship between the response and the input variables. Numerical studies are presented that show the sample properties of the proposed estimation method.

소지역 추정을 위해 널리 사용되고 있는 방법 중 하나는 선형혼합효과모형이다. 그러나 종속변수와 독립변수 사이의 관계가 비선형일 때 이 모형은 소지역 관련 모수에 대해 편의된 추정값을 초래한다. 본 논문에서는 M-분위수 커널회귀를 사용하여 소지역의 평균을 추정하는 방법을 제안한다. 그리고 모의실험을 통하여 서포트벡터분위수회귀와 성능을 비교함으로써 제안된 방법의 우수성을 보인다.

Keywords

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