A penalized logistic generalized regression estimator

📅 2026-08-28
📈 Citations: 0
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🤖 AI Summary
本文提出了一种带惩罚的逻辑广义回归估计器,通过lasso或ridge惩罚控制不必要的辅助变量影响,以提高复杂调查数据中有限总体比例估计的效率。
📝 Abstract
Under a model-assisted framework, a penalized logistic generalized regression estimator is developed to estimate a finite population proportion from complex survey data and auxiliary data. The proposed estimator controls the impact of unnecessary auxiliary variables through a lasso or ridge penalty. A central limit theorem is derived for the penalized regression coefficients and for the penalized logistic generalized regression estimator. Through simulations, it is shown that including the penalty increases the efficiency of the estimator when the true model is sparse. An example using United States Forest Service data demonstrates the applicability of the estimator for surveys with many available auxiliary variables.
Problem

Research questions and friction points this paper is trying to address.

penalized logistic generalized regression
auxiliary variables
complex survey data
Innovation

Methods, ideas, or system contributions that make the work stand out.

penalized logistic generalized regression estimator
lasso or ridge penalty
sparse model
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Grayson W. White
Department of Mathematics and Statistics, Reed College, Portland, OR, USA
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Kelly S. McConville
Dominguez Center for Data Science, Bucknell University, Lewisburg, PA, USA
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Cooper S. Schumacher
Genospace, Los Angeles, CA, USA