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规模以下工业企业抽样调查的权数调整研究

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为解决规模以下工业企业估计中的问题,对现有的权数调整范围进行了拓展,以期提高对规模以下工业企业的估计精度.一方面,解决目录企业的非自然消亡问题.分别讨论样本单元非自然消亡和样本层非自然消亡两种情况,将非自然消亡视为一种单元无回答,引入样本匹配方法,选择最为"相近"的正常上报企业与非自然消亡企业匹配,把非自然消亡的样本企业权数调整到正常上报的样本企业中.另一方面,解决非目录企业的估计偏差问题.分别讨论了基于超总体模型估计和倾向得分逆加权估计的权数调整思路,超总体模型估计选取了线性和非线性两种.倾向得分逆加权估计中,重点研究了倾向得分的求解,基于GBM(Generalized Boosted Model)算法,在其迭代求解过程中引入了权重,提出了 w-GBM算法,同时提出将参数估计方法中的Logistic回归估计和非参数估计方法中的w-GBM算法或GBM算法进行加权的组合估计方法.实证结果表明,以上思路具有可行性.
Research on Weight Adjustment of Sampling Survey of Industrial Enterprises under the Designated Size
In order to solve the problems in the estimation of industrial enterprises under the designated size,the existing weight adjustment range is expanded to improve the estimation accuracy of industrial enterprises under the designated size.On the one hand,it solves the problem of unnatural extinction of catalog enterprises.The unnatural extinction of sample units and the unnatural extinction of sample layer are discussed respectively.The unnatural extinction is regarded as a unit without answer.The sample matching method is introduced to select the most"similar"normal reporting enterprises to match with the unnatural extinction enterprises,and the weight of the unnatural extinction sample enterprises is adjusted to the normal reporting sample enterprises.On the other hand,the estimation bias of non-catalog enterprises is solved.The weight adjustment ideas based on superpopulation model estimation and inverse weighted estimation of propensity score are discussed,respectively.Linear and nonlinear models are selected for superpopulation model estimation.In the inverse weighted estimation of propensity score,the solution of propensity score is mainly studied.Based on generalized boosted model(GBM)algorithm,weight is introduced in the iterative solution process,and w-GBM algorithm is proposed.At the same time,a combined estimation method is proposed by weighting the logistic regression estimation in the parameter estimation method and the w-GBM algorithm or GBM algorithm in the nonparametric estimation method.The numerical results show that the ideas proposed in this paper are feasible.

catalog enterprisenon-catalog enterprisesweight adjustmentpropensity scoresuper population modelGBM algorithm

姜天英、金勇进

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北京物资学院统计与数据科学学院,北京 101149

中国人民大学应用统计科学研究中心,北京 100872

目录企业 非目录企业 权数调整 倾向得分 超总体模型 GBM算法

国家社会科学基金西部项目北京物资学院青年科研基金

21XTJ0062022XJQN34

2024

工程数学学报
西安交通大学

工程数学学报

CSTPCD北大核心
影响因子:0.302
ISSN:1005-3085
年,卷(期):2024.41(2)
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