Semiparametric quantile regression imputation for a complex survey with application to the Conservation Effects Assessment Project
Section 6. Discussion
QRI is developed for a complex survey setting. Alternative choices of weights are discussed, and a closed form variance estimator is provided based on a linear approximation. Consistency and asymptotic normality of the estimators are demonstrated under the framework of an infinite number of imputed values. In simulations designed to represent the CEAP data, the variance estimator based on the asymptotic distribution has a relative bias less than 6% in absolute value and leads to confidence intervals with coverage close to the nominal level for finite Further, the estimator based on QRI is more efficient than an estimator based on PFI or NPI because QRI provides a reasonable compromise between bias and variance.
The quantile regression imputation procedure is applied to estimate mean erosion in seven states in the midwestern United States using data from the Conservation Effects Assessment Project. The analysis demonstrates that QRI presents a viable alternative to weighting adjustments currently used to account for nonresponse in CEAP.
Areas for improvement to QRI include the choice of the choice of refinements to estimation of the quantile curves, and variance estimation for non-differentiable functions. Development of automated methods to select the nuisance parameters, appropriate for selection of multiple quantiles in a complex survey setting, is an area for future research. Estimation of the quantile curves subject to a restriction that the estimated curves are non-overlapping, has potential to improve estimation of the derivatives needed for the variance estimator. Section E of the online supplement https://github.com/ emilyjb/Semiparametric-QRI-Supplement/blob/master/SupplementToQRI.pdf, (Berg and Yu, 2016) provides further discussion of areas for improvement.
Acknowledgements
This work was supported by Cooperative Agreement No. 68-3A75-4-122 between the USDA Natural Resources Conservation Service and the Center for Survey Statistics and Methodology at Iowa State University.
References
Andridge, R.R., and Little, R.J.A. (2010). A review of hot deck imputation for survey nonresponse. International Statistical Review, 78, 40-64.
Barrow, D.L., and Smith, P.W. (1978). Asymptotic properties of the best approximation by Splines with variable knots. Quaterly of Applied Mathematics, 33, 293-304.
Berg, E.J., and Yu, C. (2016). Supplement to “Semiparametric quantile regression imputation for a complex survey with application to the conservation effects assessment project”. Available at: https://github.com/ emilyjb/Semiparametric-QRI-Supplement/blob/master/SupplementToQRI.pdf.
Berg, E.J., Kim, J.K. and Skinner, C. (2016). Imputation under informative sampling. Journal of Survey Statistics and Methodology, 4, 436-462.
Breidt, F.J., and Fuller, W.A. (1999). Design of supplemented panel surveys with application to the National Resources Inventory. Journal of Agricultural, Biological, and Environmental Statistics, 4, 391-403.
Brick, J.M., and Kalton, G. (1996). Handling missing data in survey research. Statistical Methods in Medical Research, 5, 215-238.
Chen, S., and Yu, C. (2016). Parameter estimation through semiparametric quantile regression imputation. Electronical Journal of Statistics, 10, 3621-3647.
Clayton, D., Spiegelhalter, D., Dunn, G. and Pickles, A. (1998). Analysis of longitudinal binary data from multiphase sampling. Journal of the Royal Statistical Society, Series B, 60, 71-87.
D’Arrigo, J., and Skinner, C. (2010). Linearization variance estimation for generalized raking estimators in the presence of nonresponse. Survey Methodology, 36, 2, 181-192. Paper available at https://www150.statcan.gc.ca/n1/pub/12-001-x/2010002/article/11380-eng.pdf.
De Boor, C. (2001). A Practical Guide to Splines (Revised Edition), New York: Springer-Verlag.
Fuller, W.A. (1996). Introduction to Statistical Time Series: Second Edition. New York: John Wiley & Sons, Inc.
Fuller, W.A. (2009a). Some design properties of a rejective sampling procedure. Biometrika, 96, 933-944.
Fuller, W.A. (2009b). Sampling Statistics. New York: John Wiley & Sons, Inc. Vol. 560.
Hastie, T., Tibshirani, R. and Friedman, J. (2009). The Elements of Statistical Learning. New York: Springer. Vol. 2, No. 1.
Isaki, T.C., and Fuller, W.A. (1982). Survey design under the regression superpopulation model. Journal of the American Statistical Association, 77, 89-96.
Jang, W., and Wang, J.H. (2015). A semiparametric Bayesian approach for joint-quantile regression with clustered data. Computational Statistics and Data Analysis, 84, 99-115.
Kim, J.K., and Park, M. (2010). Calibration estimation in survey sampling. International Statistical Review, 78, 21-39.
Kim, J.K. (2011). Parametric fractional imputation for missing data analysis. Biometrika, 98(1), 119-132.
Kim, J.K., and Riddles, M.K. (2012). Some theory for propensity-score-adjustment estimators in survey sampling. Survey Methodology, 38, 2, 157-165. Paper available at https://www150.statcan.gc.ca/n1/pub/12-001-x/2012002/article/11754-eng.pdf.
Kim, J.K., and Shao, J. (2013). Statistical Methods for Handling Incomplete Data, Chapman and Hall/CRC, Boca Raton.
Koenker, R., and Bassett, G. (1978). Regression quantiles. Econometrica, 46, 33-50.
Koenker, R. (2005). Quantile Regression. Cambridge university press. No. 38.
Kott, P.S. (2006). Using calibration weighting to adjust for nonresponse and coverage errors. Survey Methodology, 32, 2, 133-142. Paper available at https://www150.statcan.gc.ca/n1/pub/12-001-x/2006002/article/9547-eng.pdf.
Little, R.J.A. (1982). Models for nonresponse in sample surveys. Journal of the American Statistical Association, 77, 237-250.
Little, R.J.A. (1988). Robust estimation of the mean and covariance matrix from data missing values. Applied Statistics, 37, 23-38.
Mealli, F., and Rubin, D. (2015). Clarifying missing at random and related definitions, and implications when coupled with exchangeability. Biometrika, 102, 995-1000.
Nusser, S.M., and Goebel, J.J. (1997). The National Resources Inventory: A long-term multi-resource monitoring programme. Environmental and Ecological Statistics, 4(3), 181-204.
Nusser, S.M. (2006). National Resources Inventory (NRI), US. Encyclopedia of Environmetrics Second Edition, 1-3.
Nusser, S.M., Carriquiry, A.L., Dodd, K.W. and Fuller, W.A. (1996). A semiparametric transformation approach to estimating usual daily intake distributions. Journal of the American Statistical Association, 91(436), 1440-1449.
Pakes, A., and Pollard, D. (1989). Simulation and the asymptotic of optimization estimators. Econometrica, 57(4), 1027-1057.
Pfeffermann, D. (2011). Modelling of complex survey data: Why model? Why is it a problem? How can we approach it? Survey Methodology, 37, 2, 115-136. Paper available at https://www150.statcan.gc.ca/n1/pub/12-001-x/2011002/article/11602-eng.pdf.
Reiter, J.P., Raghunathan, T.E. and Kinney, S.K. (2006). The importance of modeling the sampling design in multiple imputation for missing data. Survey Methodology, 32, 2, 143-149. Paper available at https://www150.statcan.gc.ca/n1/pub/12-001-x/2006002/article/9548-eng.pdf.
Robins, J.M., and Wang, N. (2000). Inference for imputation estimators. Biometrika. 87, 113-124.
Rubin, D.B. (1976). Inference and missing data. Biometrika, 63, 581-592.
Rubin, D.B. (2004). Multiple Imputation for Nonresponse in Surveys. New York: John Wiley & Sons, Inc. Vol. 81.
Sheather, S.J., and Jones, M.C. (1991). A reliable data-based bandwidth selection method for kernel density estimation. Journal of the Royal Statistical Society, Series B, 53, 683-690.
Wang, D., and Chen, S.X. (2009). Empirical likelihood for estimating equations with missing values. The Annals of Statistics, 490-517.
Wei, Y., Ma, Y. and Carroll, R.J. (2012). Multiple imputation in quantile regression. Biometrika, 99, 423-438.
Yoshida, T. (2013). Asymptotics for penalized spline estimators in quantile regression. Communications in Statistics - Theory and Methods, DOI 10.1080/03610926.2013.765477.
- Date modified: