Mean Estimators Using Robust Quantile Regression and L-Moments’ Characteristics for Complete and Partial Auxiliary Information

Malik Muhammad Anas, Zhensheng Huang, David Anekeya Alilah, Ambreen Shafqat and Sajjad Hussain

Mathematical Problems in Engineering, 2021, vol. 2021, 1-8

Abstract:

Ratio type regression estimator is a prevalent and readily implemented heuristic under simple random sampling (SRS) and two-stage sampling for the estimation of population. But this existing method is based on the ordinary least square (OLS) regression coefficient which is not an effective approach in the presence outliers in the data. In this article, we proposed a class of estimators firstly for complete auxiliary information and, later on, for partial auxiliary information for the presence of outliers in the data. To address this problem, initially we presented a distinct class of estimators by introducing the characteristics of L-moments in the existing estimators. Later on, quantile regression estimators are defined as more robust in the presence of outliers. These techniques empowered the proposed estimators to handle the problem of outliers. To prove the better performance of the proposed estimators, numerical studies are carried out using R language. To calculate the mean square error (MSE), hypothetical equations are expressed for adapted and proposed estimators. Percentage Relative Efficiencies (PRE) are compared to justify the proposed estimators.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:9242895

DOI: 10.1155/2021/9242895

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