Modern sampling designs in survey statistics, in general, are constructed in order to optimize the accuracy of estimators such as totals, means and proportions. In stratified random sampling a variance minimal solution was introduced by Neyman and Tschuprov. However, practical constraints may lead to limitations of the domain of sampling fractions which have to be considered within the optimization process. Special attention on the complexity of numerical solutions has to be paid in cases with many strata or when the optimal allocation has to be applied repeatedly, such as in iterative solutions of stratification problems. The present article gives an overview of recent numerical algorithms which allow adequate inclusion of box constraints in the numerical optimization process. These box constraints may play an important role in statistical modeling. Furthermore, a new approach through a fixed point iteration with a finite termination property is presented.
Modern systems of official statistics require the estimation and publication of business statistics for disaggregated domains, for example, industry domains and geographical regions. Outlier robust methods have proven to be useful for small-area estimation. Recently proposed outlier robust model-based small-area methods assume, however, uncorrelated random effects. Spatial dependencies, resulting from similar industry domains or geographic regions, often occur. In this paper, we propose an outlier robust small-area methodology that allows for the presence of spatial correlation in the data. In particular, we present a robust predictive methodology that incorporates the potential spatial impact from other areas (domains) on the small area (domain) of interest. We further propose two parametric bootstrap methods for estimating the mean-squared error. Simulations indicate that the proposed methodology may lead to efficiency gains. The paper concludes with an illustrative application by using business data for estimating average labour costs in Italian provinces. resulting from similar industry domains or geographic regions, often occur. In this paper we propose outlier robust small area methodology that allows for the presence of spatial correlation in the data. In particular, we present a robust predictive methodology that incorporates the potential spatial impact from other areas (domains) on the small area (domain) of interest. We further propose two parametric bootstrap methods for estimating the mean-squared error. Simulations indicate that the proposed methodology may lead to efficiency gains. The paper concludes with an illustrative application by using business data for estimating average labour costs in Italian provinces.
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