Analysis

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• 1. Comparison of the conditional bias and Kokic and Bell methods for Poisson and stratified sampling Archived

  Articles and reports: 12-001-X201800254961

  Description:

  In business surveys, it is common to collect economic variables with highly skewed distribution. In this context, winsorization is frequently used to address the problem of influential values. In stratified simple random sampling, there are two methods for selecting the thresholds involved in winsorization. This article comprises two parts. The first reviews the notations and the concept of a winsorization estimator. The second part details the two methods and extends them to the case of Poisson sampling, and then compares them on simulated data sets and on the labour cost and structure of earnings survey carried out by INSEE.

  Release date: 2018-12-20

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• 2. A method of determining the winsorization threshold, with an application to domain estimation Archived

  Articles and reports: 12-001-X201500114199

  Description:

  In business surveys, it is not unusual to collect economic variables for which the distribution is highly skewed. In this context, winsorization is often used to treat the problem of influential values. This technique requires the determination of a constant that corresponds to the threshold above which large values are reduced. In this paper, we consider a method of determining the constant which involves minimizing the largest estimated conditional bias in the sample. In the context of domain estimation, we also propose a method of ensuring consistency between the domain-level winsorized estimates and the population-level winsorized estimate. The results of two simulation studies suggest that the proposed methods lead to winsorized estimators that have good bias and relative efficiency properties.

  Release date: 2015-06-29

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Articles and reports (2) ((2 results))

• 1. Comparison of the conditional bias and Kokic and Bell methods for Poisson and stratified sampling Archived

  Articles and reports: 12-001-X201800254961

  Description:

  In business surveys, it is common to collect economic variables with highly skewed distribution. In this context, winsorization is frequently used to address the problem of influential values. In stratified simple random sampling, there are two methods for selecting the thresholds involved in winsorization. This article comprises two parts. The first reviews the notations and the concept of a winsorization estimator. The second part details the two methods and extends them to the case of Poisson sampling, and then compares them on simulated data sets and on the labour cost and structure of earnings survey carried out by INSEE.

  Release date: 2018-12-20

  ---

• 2. A method of determining the winsorization threshold, with an application to domain estimation Archived

  Articles and reports: 12-001-X201500114199

  Description:

  In business surveys, it is not unusual to collect economic variables for which the distribution is highly skewed. In this context, winsorization is often used to treat the problem of influential values. This technique requires the determination of a constant that corresponds to the threshold above which large values are reduced. In this paper, we consider a method of determining the constant which involves minimizing the largest estimated conditional bias in the sample. In the context of domain estimation, we also propose a method of ensuring consistency between the domain-level winsorized estimates and the population-level winsorized estimate. The results of two simulation studies suggest that the proposed methods lead to winsorized estimators that have good bias and relative efficiency properties.

  Release date: 2015-06-29

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