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Orietta Luzi, Fabrizio Solari and Fabiana Rocci

Abstract

The Frame SBS is a statistical register which has been developed at the Italian National Statistical Institute to support the annual estimation of structural business statistics (SBS). Actually, a number of core SBS are estimated by combining microdata directly supplied by different administrative sources. In this context, more accurate estimates for those SBS that are not covered by administrative sources can be obtained through small area estimation (SAE). In this article, we illustrate an application of SAE methods in the framework of the Frame SBS register in order to assess the potential advantages that can be achieved in terms of increased quality and reliability of the target variables. Different types of auxiliary information and approaches are compared in order to identify the optimal estimation strategy in terms of precision of the estimates.

Open access

Thomas Zimmermann and Ralf Thomas Münnich

Abstract

The demand for reliable business statistics at disaggregated levels, such as industry classes, increased considerably in recent years. Owing to small sample sizes for some of the domains, design-based methods may not provide estimates with adequate precision. Hence, modelbased small area estimation techniques that increase the effective sample size by borrowing strength are needed. Business data are frequently characterised by skewed distributions, with a few large enterprises that account for the majority of the total for the variable of interest, for example turnover. Moreover, the relationship between the variable of interest and the auxiliary variables is often non-linear on the original scale. In many cases, a lognormal mixed model provides a reasonable approximation of this relationship. In this article, we extend the empirical best prediction (EBP) approach to compensate for informative sampling, by incorporating design information among the covariates via an augmented modelling approach. This gives rise to the EBP under the augmented model. We propose to select the augmenting variable based on a joint assessment of a measure of predictive accuracy and a check of the normality assumptions. Finally, we compare our approach with alternatives in a model-based simulation study under different informative sampling mechanisms.

Open access

Mary H. Mulry, Stephen Kaputa and Katherine J. Thompson

Abstract

Recent research on the use of M-estimation methodology for detecting and treating verified influential values in economic surveys found that initial parameter settings affect effectiveness. In this article, we explore the basic question of how to develop initial settings for the M-estimation parameters. The economic populations that we studied are highly skewed and are consequently highly stratified. While we investigated settings for several parameters, the most challenging problem was to develop an “automatic” data-driven method for setting the initial value of the tuning constant φ, the parameter with the greatest influence on performance of the algorithm. Of all the methods that we considered, we found that methods defined in terms of the accuracy of published estimates can be implemented on a large scale and yielded the best performance. We illustrate the methodology with an empirical analysis of 36 consecutive months of data from 19 industries in the Monthly Wholesale Trade Survey.

Open access

Deirdre Giesen, Mario Vella, Charles F. Brady, Paul Brown, Daniela Ravindra and Anita Vaasen-Otten

Abstract

Managing response burden is key to ensuring an ongoing and efficient supply of fit-forpurpose data. While statistical organizations use multi-faceted approaches to achieve this, response burden management has become an essential element of the strategy used by the U.S. Census Bureau, Statistics New Zealand, Statistics Canada, and Statistics Netherlands. Working in collaboration with respondents, with internal resources dedicated to provide customized approaches for large respondents and with other stakeholders (constituency representatives, associations, etc.) response burden management endeavors to minimize burden and educate stakeholders on the benefit of official statistics. The role continues to evolve with important initiatives regarding the compilation of burden metrics, improvements to existing tracking tools, and an expanded communication role.

Open access

Davide Di Cecco, Marco Di Zio, Danila Filipponi and Irene Rocchetti

Abstract

The quantity and quality of administrative information available to National Statistical Institutes have been constantly increasing over the past several years. However, different sources of administrative data are not expected to each have the same population coverage, so that estimating the true population size from the collective set of data poses several methodological challenges that set the problem apart from a classical capture-recapture setting. In this article, we consider two specific aspects of this problem: (1) misclassification of the units, leading to lists with both overcoverage and undercoverage; and (2) lists focusing on a specific subpopulation, leaving a proportion of the population with null probability of being captured. We propose an approach to this problem that employs a class of capturerecapture methods based on Latent Class models. We assess the proposed approach via a simulation study, then apply the method to five sources of empirical data to estimate the number of active local units of Italian enterprises in 2011.

Open access

Moawia Alghalith

Summary

We introduce a method that eliminates the specification error and spurious relationships in regression. In addition, we introduce a test of strong causality. Furthermore, hypothesis testing (inference) becomes almost unneeded. Moreover, this method virtually resolves error problems such as heteroscedasticity, autocorrelation, non-stationarity and endogeneity.

Open access

Katherine J. Thompson, Polly Phipps, Darcy Miller and Ger Snijkers

Open access

Markus Fröhlich

Abstract

Early estimates for Austrian short term indices were produced using multivariate time-series models. The article presents a simulation study with different models (vector error correction models, vector autoregressive models in levels – both with unadjusted and seasonally adjusted time-series) used for estimating total turnover, production, etc. In a preliminary step, before time-series were provided for nowcasting, the data had to undergo an editing process. In this case a time-series approach was selected for data-editing as well, because of the very specific structure of Austrian enterprises. For this task basically the seasonal adjustment program X13Arima-Seats was used for identifying and replacing outlying observations, imputation of missing values and generating univariate forecasts for every single time series.

Open access

Arnout van Delden, Boris Lorenc, Peter Struijs and Li-Chun Zhang

Open access

Jan Bocianowski, Kamila Nowosad, Alina Liersch, Wiesława Popławska and Agnieszka Łącka

Summary

The objective of this study was to assess genotype-by-environment interaction for seed glucosinolate content in winter rapeseed cultivars grown in western Poland using the additive main effects and multiplicative interaction model. The study concerned 25 winter rapeseed genotypes (15 F1 CMS ogura hybrids, parental lines and two European cultivars: open pollinated Californium and F1 hybrid Hercules), evaluated at five locations in a randomized complete block design with four replicates. The seed glucosinolate content of the tested genotypes ranged from 5.53 to 16.80 μmol∙g-1 of seeds, with an average of 10.26 μmol∙g-1. In the AMMI analyses, 48.67% of the seed glucosinolate content variation was explained by environment, 13.07% by differences between genotypes, and 17.56% by genotype-by-environment interaction. The hybrid PN66×PN07 is recommended for further inclusion in the breeding program due to its low average seed glucosinolate content; the restorer line PN18, CMS ogura line PN66 and hybrids PN66×PN18 and PN66×PN21 are recommended because of their stability and low seed glucosinolate content.