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Cynthia Cooper
OSU Statistics
September 11, 2004
R82909601
Introduction
• Research on model- and design-based sampling
and estimation on continuous domains
Compare ...
• Basis of inference of each
• Sampling concepts
• Interpretation of variance
• Variance estimation
2
Duality in Environmental Monitoring
• Design-based Estimates
– Status and trend
– No model of underlying stochastic process
• Defensible
– Probability sample
• Avoid selection bias
• Control sample process variance
• Model-based predictions
– Stochastic behavior of response
– Forecasting/prediction conditional on the observed data
3
General Outline
• Introduction
• Summary comparison of approaches
• Summary characterization of variance estimators
• Proposed model-assisted variance estimator
• Simulation methods
• Design-based context results
• Model-based (kriging) results
• Conclusion
4
Comparison of approaches - Design-based
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Comparison of approaches - Model-based
• Examples
– Mining surveys
– Soil and hydrology surveys
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Variance estimators - Design-based
• Quantifies variability induced by sampling process
• Variance of linear estimators
– Scale up square and cross-product terms with inverse
marginal and pair-wise inclusion probability densities
(IPDs)
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Variance estimators - Design-based
• Horvitz-Thompson (HT)
Cordy
zi2 1 zi z j
(π ij − π iπ j )
(1993)
VˆHT [ w' z | S ] = V [τˆHT ] = ∑ 2 + ∑∑
i πi i j ≠ i π ij π i π j
• Can be negative
– Especially samples with a point pair in close proximity
• Requires randomly-located tessellation grid
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Variance estimators - Design-based
• Yates-Grundy (YG)
Cordy 2
zi z j
1 − (π iπ j − π ij )
(1993)
VˆYG [ w' z | S ] = V [τˆYG ] = ∑∑
i j <i π ij
π π
i j
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Variance estimators - Model-based
• Estimating MSPE of BLUP
– Involves variances and covariances associated with
square and cross-product terms of error
• Assume form of covariance that describes rate of
decay of covariance
• Exponential
• Spherical
• Must result in positive-definite covariance matrix
• Incremental stationarity
– E[(z(si) -z(so))2] = g(||si-so||) = g(h)
– Typically, h ↓ ⇒ E[…] ↓
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Variance estimators - Model-based
• Variance
– Quantifies stochastic variability of expected value of
response
– Vanishes as ||si-so|| → 0
• Mean-square prediction error (MSPE)
– a.k.a. MSE
– Variance + bias2
• Sample process variability of BLUP
– Weighted averages vary less
– Varies more as sample range increases relative to
resolution
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Proposed model-assisted variance (VMA)
Use covariance structure of response to model
variability due to sampling process
• Predict variance within a stratum
• Variance is reduced by mean covariance
(assuming positively correlated elements)
– Similar to error variance computations (Ripley (1981))
• Within-stratum estimated as
– Sill reduced by within-stratum average covariance
• Linear estimator variance estimated as sum of
squared coefficients times within-stratum variance
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Precursors of and precedence for
modeling covariance
• Cochran (1946)
– Finite population
– Serial correlation w/ discrete lags
• Bellhouse (1977)
– Continued extension of Cochran’s work to finite
populations ordered on two dimensions
• Small-area estimation model-assisted approaches
– J.N.K Rao (2003)
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Methods – part 1
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Methods – part 1a
Repeat 1000 times per realization
• Stratified sample
– n=100; one observation per stratum; stratum size 2x2
– Simple square-grid tessellation
• Randomized origin
• Constant origin
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Methods – part 2
Repeat 1000 times per realization (continued)
• For the design-based context
– Estimate total (zhat)
• HT estimator for continuous domain
– Compute VHT, VYG and VMA
– Compare estimated variances with empirical variance
(V[zhat])
• For the model-based context example (Kriging)
– Randomly selected zo at fixed location over 1000 trials
– Obtain zhat, VOK, VMA
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Random field overlayed by stratified sample w/ constant origin
Exponential covariance with range= 2 and sill= 1
20
15
10
5
0
0 5 10 15 20
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Results – Design-based application
V...( 50) − V [ z hat ]
Empirical median relative error EMRE =
V [ z hat ]
Compares estimated variances with empirical variance of
estimate of total (V[zhat])
(Stratified sample with randomized origin)
Sill 4 1
Range 0.5 1 2 4 0.5 1 2 4
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Results – Design-based application
Exponential covariance with range= 2 and sill= 4
Med
Avg
Med
Med
Avg
Avg
200
200
Observed V[zhat]
Observed V[zhat]
Observed V[zhat]
0
0
1000 2000 3000 4000 5000 1000 1500 2000 2500 3000 3500 4000 4500 -6000 -4000 -2000 0 2000 4000 6000
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Results – Design-based application
Ratios of empirical standard deviations sd (V... )
sd (V HT )
Sill 4 1
Range 0.5 1 2 4 0.5 1 2 4
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Results – Model-based application
Avg
100
Observed V[zhat]
Observed V[zhat]
0
0
0.0 0.2 0.4 0.6 0.8 1.0 1.2 0.0 0.2 0.4 0.6 0.8 1.0 1.2
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Concluding - Model-assisted approach
• Small-area precedence
• Application to systematic and one-observation-
per-stratum samples
• Effective alternative to direct estimators of
continuous-domain randomized-origin tessellation
stratified samples
– Empirical results – less bias, better efficiency
• Doesn’t require randomly-located tessellation grid
on continuous domain for non-zero πij
23
Acknowledgements
Thanks to
Don Stevens
Committee members
OSU Statistics Faculty
UW QERM Faculty
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R82909601
The research described in this presentation has been funded by the U.S. Environmental Protection Agency
through the STAR Cooperative Agreement CR82-9096-01 National Research Program on Design-
Based/Model-Assisted Survey Methodology for Aquatic Resources at Oregon State University. It has not
been subjected to the Agency's review and therefore does not necessarily reflect the views of the Agency,
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