Barbara Kowalczyk

Composite estimator based on the recursive ratio for an arbitrary rotation scheme

ABSTRACT Partial replacement of units in repeated surveys increases the efficiency of the estimation of the population mean. The composite estimator with constant coefficients, based on the recursive ratio, is useful in surveys with many variables. The mean square error of this estimator is obtained for an arbitrary rotation scheme. Comparisons indicate that it is more efficient than the sample mean for various rotation schemes. Simulations show that it performs better than other composite estimators in surveys with many variables changing differently over time.

Optimal Allocation of the Sample in the Poisson Item Count Technique

Indirect methods of questioning are of utmost importance when dealing with sensitive questions. This paper refers to the new indirect method introduced by Tian et al. (2014) and examines the optimal allocation of the sample to control and treatment groups. If determining the optimal allocation is based on the variance formula for the method of moments (difference in means) estimator of the sensitive proportion, the solution is quite straightforward and was given in Tian et al. (2014). However, maximum likelihood (ML) estimation is known from much better properties, therefore determining the optimal allocation based on ML estimators has more practical importance. This problem is nontrivial because in the Poisson item count technique the study sensitive variable is a latent one and is not directly observable. Thus ML estimation is carried out by using the expectation‑maximisation (EM) algorithm and therefore an explicit analytical formula for the variance of the ML estimator of the sensitive proportion is not obtained. To determine the optimal allocation of the sample based on ML estimation, comprehensive Monte Carlo simulations and the EM algorithm have been employed.

Comparison of Survey Expectations Series with Non-Response and Various Weighting Schemes

Expectations concerning key economic variables certainly influence decisions undertaken by economic agents. Since assumption of rationality forms the basis of neoclassical economic theory, question of whether expectations of industrial enterprises are indeed formed rationally deserves careful attention. In this paper, we analyze two basic properties of expectations rational in sense introduced by J. F. Muth – that is, unbiasedness and orthogonality – taking into account issue of non-response and weighting schemes. We find that rationality of expectations of Polish industrial firms is not sensitive to these factors. Independently from non-response and weighting issues, expectations concerning relative changes in production remain unbiased but not efficient with respect to freely available information.